+66.1%
T vs CIEN
+514.2%
-448.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.3% | -6.6% | -0.3% |
| 7D | -1.5% | -5.3% | +3.7% | -1.5% |
| 30D | +7.6% | -17.2% | +24.8% | +7.7% |
| 3M | +15.3% | -26.9% | +42.2% | +15.6% |
| 6M | -8.5% | +16.0% | -24.5% | -8.7% |
| YTD | +6.8% | +45.9% | -39.2% | +5.8% |
| 1Y | -7.2% | +186.8% | -194.0% | -10.4% |
| 3Y | +108.2% | +607.8% | -499.5% | +82.5% |
| 5Y | +66.1% | +506.7% | -440.7% | +42.3% |
| All | +66.1% | +514.2% | -448.1% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling