+1,698.8%
TER vs CIEN
+133.2%
+1,565.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +10.7% | +2.1% | +9.2% |
| 7D | -5.8% | -5.3% | -0.5% | -3.6% |
| 30D | -38.9% | -40.1% | +1.2% | -27.4% |
| 3M | -35.1% | -34.7% | -0.4% | -25.6% |
| 6M | -31.6% | -50.9% | +19.3% | -13.3% |
| YTD | +27.2% | +15.2% | +12.1% | +22.2% |
| 1Y | +35.2% | +35.2% | +0.1% | +23.0% |
| 3Y | +192.8% | +522.6% | -329.8% | +59.9% |
| 5Y | +72.4% | +344.2% | -271.8% | +3.3% |
| 10Y | +1,001.8% | +1,188.7% | -186.8% | +357.6% |
| All | +1,698.8% | +133.2% | +1,565.6% | +591.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling