+43.2%
TER vs CIEN
+49.1%
-6.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -9.3% | +2.5% | -1.1% |
| 7D | -19.9% | -25.0% | +5.2% | -4.6% |
| 30D | -43.5% | -30.1% | -13.4% | -31.1% |
| 3M | -37.8% | -33.8% | -4.0% | -22.1% |
| 6M | -25.6% | -49.4% | +23.9% | +8.8% |
| YTD | +29.8% | +16.4% | +13.4% | +25.7% |
| 1Y | +43.2% | +48.9% | -5.7% | +18.4% |
| All | +43.2% | +49.1% | -6.0% | +18.4% |
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