-5.6%
TLT vs CIEN
+49.1%
-54.7%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.3% | +10.1% | +0.8% |
| 7D | +1.0% | -25.0% | +26.0% | +1.1% |
| 30D | +6.0% | -30.1% | +36.2% | +6.2% |
| 3M | -0.9% | -33.8% | +32.9% | -0.7% |
| 6M | -2.3% | -49.4% | +47.2% | -1.8% |
| YTD | -3.3% | +16.4% | -19.7% | -3.7% |
| 1Y | -5.6% | +48.9% | -54.5% | -6.2% |
| All | -5.6% | +49.1% | -54.7% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling