-7.4%
T vs CIEN
+44.7%
-52.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.8% | -7.3% | +2.0% |
| 7D | +2.0% | +8.7% | -6.8% | +2.7% |
| 30D | -1.0% | -26.9% | +25.9% | -2.7% |
| 3M | -8.1% | -23.6% | +15.5% | -9.3% |
| 6M | -8.3% | -49.1% | +40.8% | -9.9% |
| YTD | -6.1% | +26.6% | -32.7% | +0.5% |
| 1Y | -7.4% | +42.7% | -50.1% | +0.3% |
| All | -7.4% | +44.7% | -52.1% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling