+54.6%
TER vs CIEN
+301.0%
-246.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.5% | -2.9% | -0.4% |
| 7D | -20.5% | -24.1% | +3.6% | -7.5% |
| 30D | -47.0% | -45.5% | -1.5% | -26.6% |
| 3M | -43.3% | -39.7% | -3.6% | -26.8% |
| 6M | -42.9% | -57.8% | +14.9% | -11.0% |
| YTD | +12.9% | +4.1% | +8.8% | +10.9% |
| 1Y | +18.2% | +20.8% | -2.6% | +6.9% |
| 3Y | +151.8% | +463.1% | -311.4% | -4.4% |
| All | +54.6% | +301.0% | -246.4% | -29.1% |
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