+47.5%
AMZN vs CIEN
+506.0%
-458.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.3% | -6.9% | -2.1% |
| 7D | +0.8% | -5.3% | +6.1% | +1.8% |
| 30D | -6.4% | -17.2% | +10.9% | -3.0% |
| 3M | +4.8% | -26.9% | +31.7% | +10.5% |
| 6M | +20.5% | +16.0% | +4.5% | +7.0% |
| YTD | +11.3% | +45.9% | -34.6% | -10.4% |
| 1Y | +9.0% | +186.8% | -177.8% | -32.1% |
| 3Y | +85.9% | +607.8% | -521.9% | -25.1% |
| All | +47.5% | +506.0% | -458.5% | -35.8% |
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