+995.4%
TER vs CIEN
+1,159.7%
-164.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.6% | -0.8% | -3.0% |
| 7D | +14.4% | +15.3% | -0.9% | +6.7% |
| 30D | -30.6% | -22.0% | -8.6% | -21.1% |
| 3M | -39.2% | -36.6% | -2.5% | -24.5% |
| 6M | -31.3% | -51.5% | +20.2% | -2.9% |
| YTD | +29.1% | +20.0% | +9.1% | +18.4% |
| 1Y | +47.4% | +44.5% | +3.0% | +23.3% |
| 3Y | +191.2% | +539.0% | -347.8% | +15.4% |
| 5Y | +74.0% | +356.8% | -282.8% | -21.9% |
| All | +995.4% | +1,159.7% | -164.3% | +248.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling