-39.8%
BABA vs CIEN
+356.6%
-396.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.7% |
| 7D | -13.8% | +15.3% | -29.0% | -15.9% |
| 30D | -15.1% | -22.0% | +6.9% | -12.4% |
| 3M | -22.7% | -36.6% | +13.9% | -18.1% |
| 6M | -34.7% | -51.5% | +16.8% | -28.0% |
| YTD | -35.0% | +20.0% | -55.0% | -42.6% |
| 1Y | -40.4% | +44.5% | -84.9% | -50.0% |
| 3Y | +21.9% | +539.0% | -517.1% | -40.4% |
| All | -39.8% | +356.6% | -396.4% | -68.3% |
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