-12.6%
TLT vs CIEN
+1,159.7%
-1,172.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.1% | -0.5% |
| 7D | -3.1% | +15.3% | -18.4% | -2.8% |
| 30D | +1.0% | -22.0% | +23.0% | +0.6% |
| 3M | -2.7% | -36.6% | +33.9% | -3.4% |
| 6M | -4.1% | -51.5% | +47.3% | -5.3% |
| YTD | -5.4% | +20.0% | -25.3% | -3.9% |
| 1Y | -7.0% | +44.5% | -51.5% | -5.0% |
| 3Y | +2.8% | +539.0% | -536.2% | +11.4% |
| 5Y | -35.4% | +356.8% | -392.2% | -30.8% |
| All | -12.6% | +1,159.7% | -1,172.3% | +2.0% |
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