+55.7%
T vs CIEN
+348.4%
-292.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.7% | -9.9% | +0.9% |
| 7D | +1.7% | -5.3% | +7.0% | +1.6% |
| 30D | -1.7% | -40.1% | +38.4% | -2.1% |
| 3M | -7.3% | -34.7% | +27.4% | -7.6% |
| 6M | -11.2% | -50.9% | +39.7% | -11.1% |
| YTD | -8.1% | +15.2% | -23.2% | -9.1% |
| 1Y | -8.0% | +35.2% | -43.2% | -9.5% |
| 3Y | +62.1% | +522.6% | -460.5% | +40.1% |
| 5Y | +55.7% | +344.2% | -288.5% | +33.3% |
| All | +55.7% | +348.4% | -292.7% | +33.3% |
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