-19.8%
TLT vs CIEN
+1,418.4%
-1,438.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | -0.3% | -4.6% | +4.3% | -0.4% |
| 30D | 0.0% | -12.8% | +12.8% | -0.3% |
| 3M | -2.9% | -23.1% | +20.2% | -3.3% |
| 6M | -6.3% | +6.1% | -12.4% | -5.6% |
| YTD | -3.3% | +44.5% | -47.9% | -1.7% |
| 1Y | -4.2% | +176.6% | -180.8% | -0.4% |
| 3Y | -1.7% | +601.0% | -602.6% | +6.5% |
| 5Y | -34.9% | +509.1% | -544.0% | -29.6% |
| 10Y | -19.8% | +1,460.5% | -1,480.3% | -5.2% |
| All | -19.8% | +1,418.4% | -1,438.2% | -5.2% |
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 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