+199.8%
TER vs CIEN
+179.1%
+20.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.3% | +4.7% |
| 7D | +0.6% | -15.2% | +15.8% | +11.3% |
| 30D | -8.3% | -21.5% | +13.2% | +6.2% |
| 3M | -12.2% | -40.1% | +27.8% | +20.9% |
| 6M | +17.0% | -6.6% | +23.6% | +24.3% |
| YTD | +84.6% | +37.3% | +47.3% | +58.3% |
| 1Y | +199.8% | +174.5% | +25.3% | +77.7% |
| All | +199.8% | +179.1% | +20.7% | +77.7% |
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