+28.2%
BABA vs CIEN
+1,568.4%
-1,540.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | -4.8% | -15.2% | +10.4% | -1.8% |
| 30D | -11.9% | -21.5% | +9.6% | -8.3% |
| 3M | -9.3% | -40.1% | +30.8% | -1.1% |
| 6M | -14.2% | -6.6% | -7.7% | -16.5% |
| YTD | -22.0% | +37.3% | -59.3% | -31.1% |
| 1Y | -12.7% | +174.5% | -187.3% | -34.6% |
| 3Y | +26.7% | +562.3% | -535.6% | -28.4% |
| 5Y | -29.3% | +463.9% | -493.3% | -59.3% |
| 10Y | +21.2% | +1,302.4% | -1,281.1% | -45.9% |
| All | +28.2% | +1,568.4% | -1,540.2% | -44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling