+202.8%
TER vs CIEN
+465.8%
-263.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.4% | +4.9% |
| 7D | +0.6% | -15.2% | +15.8% | +9.6% |
| 30D | -8.3% | -21.5% | +13.2% | +3.9% |
| 3M | -12.2% | -40.1% | +27.9% | +15.8% |
| 6M | +17.1% | -6.6% | +23.6% | +22.1% |
| YTD | +84.7% | +37.3% | +47.4% | +58.0% |
| 1Y | +199.9% | +174.5% | +25.4% | +82.5% |
| 3Y | +232.8% | +562.3% | -329.5% | +16.8% |
| All | +202.8% | +465.8% | -263.0% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling