+68.4%
T vs CIEN
+1,418.4%
-1,350.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | -3.1% | -4.6% | +1.5% | -2.8% |
| 30D | +4.6% | -12.8% | +17.4% | +5.3% |
| 3M | +12.2% | -23.1% | +35.3% | +13.6% |
| 6M | -6.5% | +6.1% | -12.6% | -8.5% |
| YTD | +4.9% | +44.5% | -39.6% | -1.0% |
| 1Y | -10.5% | +176.6% | -187.1% | -21.7% |
| 3Y | +104.6% | +601.0% | -496.4% | +51.4% |
| 5Y | +64.2% | +509.1% | -444.9% | +21.2% |
| 10Y | +68.4% | +1,460.5% | -1,392.0% | +6.5% |
| All | +68.4% | +1,418.4% | -1,350.0% | +6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling