-12.3%
TLT vs CIEN
+1,190.2%
-1,202.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.3% |
| 7D | -0.3% | -9.3% | +9.0% | -0.4% |
| 30D | +3.7% | -39.5% | +43.2% | +2.8% |
| 3M | -0.7% | -29.8% | +29.2% | -1.2% |
| 6M | -4.2% | -50.4% | +46.2% | -5.3% |
| YTD | -4.0% | +16.3% | -20.3% | -2.6% |
| 1Y | -5.8% | +30.4% | -36.2% | -4.1% |
| 3Y | +4.1% | +516.6% | -512.5% | +12.8% |
| 5Y | -34.8% | +349.8% | -384.6% | -30.2% |
| 10Y | -12.3% | +1,184.7% | -1,197.0% | +2.6% |
| All | -12.3% | +1,190.2% | -1,202.5% | +2.6% |
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