-33.7%
TLT vs CIEN
+514.2%
-547.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.3% | -6.3% | -0.1% |
| 7D | +0.4% | -5.3% | +5.7% | +0.4% |
| 30D | -0.3% | -17.2% | +16.9% | -0.2% |
| 3M | -1.7% | -26.9% | +25.1% | -1.5% |
| 6M | -4.9% | +16.0% | -20.9% | -5.0% |
| YTD | -2.8% | +45.9% | -48.7% | -3.0% |
| 1Y | -4.2% | +186.8% | -191.0% | -4.8% |
| 3Y | -1.1% | +607.8% | -608.9% | -3.0% |
| 5Y | -33.7% | +506.7% | -540.5% | -35.9% |
| All | -33.7% | +514.2% | -547.9% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling