+2,550.6%
SOXX vs CIEN
+43.1%
+2,507.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.5% | -2.6% | +0.4% |
| 7D | +1.4% | +8.9% | -7.5% | -1.4% |
| 30D | -3.6% | -19.1% | +15.5% | +2.7% |
| 3M | -10.2% | -21.5% | +11.3% | -3.5% |
| 6M | +54.2% | +2.8% | +51.4% | +50.0% |
| YTD | +75.2% | +49.5% | +25.8% | +49.2% |
| 1Y | +107.5% | +163.8% | -56.3% | +46.7% |
| 3Y | +226.8% | +615.8% | -389.1% | +62.2% |
| 5Y | +251.2% | +548.4% | -297.2% | +77.4% |
| 10Y | +1,567.6% | +1,513.8% | +53.9% | +509.4% |
| All | +2,550.6% | +43.1% | +2,507.5% | +877.3% |
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