+1,744.2%
TER vs CIEN
+1,400.2%
+344.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.3% | -2.1% | +1.1% |
| 7D | +11.0% | -5.3% | +16.2% | +13.5% |
| 30D | -1.9% | -17.2% | +15.4% | +7.1% |
| 3M | -0.7% | -26.9% | +26.2% | +16.5% |
| 6M | +36.4% | +16.0% | +20.3% | +28.8% |
| YTD | +92.4% | +45.9% | +46.5% | +61.3% |
| 1Y | +213.5% | +186.8% | +26.7% | +93.1% |
| 3Y | +277.2% | +607.8% | -330.5% | +43.1% |
| 5Y | +219.1% | +506.7% | -287.6% | +26.6% |
| 10Y | +1,744.2% | +1,438.7% | +305.5% | +443.4% |
| All | +1,744.2% | +1,400.2% | +344.1% | +443.4% |
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 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