+698.0%
T vs CIEN
+177.9%
+520.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.1% | -2.0% |
| 7D | -1.3% | -15.2% | +13.9% | -0.2% |
| 30D | +11.4% | -21.5% | +32.8% | +13.0% |
| 3M | +14.3% | -40.1% | +54.4% | +17.8% |
| 6M | -9.3% | -6.6% | -2.7% | -10.1% |
| YTD | +7.1% | +37.3% | -30.2% | +2.6% |
| 1Y | -9.1% | +174.5% | -183.6% | -17.8% |
| 3Y | +105.3% | +562.3% | -456.9% | +69.5% |
| 5Y | +66.8% | +463.9% | -397.1% | +38.0% |
| 10Y | +66.8% | +1,302.4% | -1,235.6% | +26.3% |
| All | +698.0% | +177.9% | +520.0% | +411.6% |
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