-61.5%
ADBE vs CIEN
+500.1%
-561.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.9% |
| 7D | -8.9% | -4.6% | -4.3% | -8.6% |
| 30D | -6.6% | -12.8% | +6.2% | -5.9% |
| 3M | +7.1% | -23.1% | +30.2% | +8.7% |
| 6M | -9.8% | +6.1% | -15.9% | -15.7% |
| YTD | -27.2% | +44.5% | -71.7% | -37.3% |
| 1Y | -28.0% | +176.6% | -204.6% | -47.8% |
| 3Y | -54.5% | +601.0% | -655.5% | -77.7% |
| 5Y | -61.5% | +509.1% | -570.6% | -79.4% |
| All | -61.5% | +500.1% | -561.6% | -79.4% |
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 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