-37.5%
BABA vs CIEN
+31.6%
-69.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.6% | -2.6% |
| 7D | +2.4% | -9.3% | +11.7% | +2.8% |
| 30D | -7.8% | -39.5% | +31.7% | -4.7% |
| 3M | -22.4% | -29.8% | +7.4% | -21.2% |
| 6M | -26.0% | -50.4% | +24.4% | -22.4% |
| YTD | -29.3% | +16.3% | -45.6% | -31.2% |
| 1Y | -37.5% | +30.4% | -67.9% | -41.1% |
| All | -37.5% | +31.6% | -69.1% | -41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling