-31.3%
BABA vs CIEN
+465.8%
-497.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | -4.8% | -15.2% | +10.4% | -2.0% |
| 30D | -11.9% | -21.5% | +9.6% | -8.6% |
| 3M | -9.3% | -40.1% | +30.8% | -1.5% |
| 6M | -14.2% | -6.6% | -7.7% | -16.7% |
| YTD | -22.0% | +37.3% | -59.3% | -31.2% |
| 1Y | -12.7% | +174.5% | -187.3% | -35.3% |
| 3Y | +26.7% | +562.3% | -535.6% | -34.8% |
| All | -31.3% | +465.8% | -497.1% | -63.9% |
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