+1,570.9%
QQQ vs CIEN
+270.6%
+1,300.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | +0.4% | -15.2% | +15.5% | +4.2% |
| 30D | +0.2% | -21.5% | +21.7% | +5.6% |
| 3M | -2.8% | -40.1% | +37.3% | +8.4% |
| 6M | +18.0% | -6.6% | +24.6% | +15.2% |
| YTD | +17.3% | +37.3% | -19.9% | +3.0% |
| 1Y | +25.6% | +174.5% | -149.0% | -8.2% |
| 3Y | +93.7% | +562.3% | -468.5% | +8.8% |
| 5Y | +94.2% | +463.9% | -369.8% | +11.1% |
| 10Y | +557.9% | +1,302.4% | -744.5% | +183.7% |
| All | +1,570.9% | +270.6% | +1,300.4% | +471.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CIEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling