+131.2%
TLT vs CIEN
+991.8%
-860.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.2% |
| 7D | -0.4% | -15.2% | +14.7% | -1.1% |
| 30D | -0.6% | -21.5% | +20.9% | -1.5% |
| 3M | -2.7% | -40.1% | +37.3% | -4.7% |
| 6M | -5.6% | -6.6% | +0.9% | -5.2% |
| YTD | -2.8% | +37.3% | -40.0% | -0.3% |
| 1Y | -1.4% | +174.5% | -176.0% | +4.9% |
| 3Y | -1.6% | +562.3% | -563.9% | +10.8% |
| 5Y | -33.8% | +463.9% | -497.8% | -25.6% |
| 10Y | -21.1% | +1,302.4% | -1,323.5% | -4.4% |
| All | +131.2% | +991.8% | -860.6% | +217.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling