+795.1%
BKNG vs CIEN
+302.5%
+492.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -10.7% | +5.4% | -16.0% | -12.1% |
| 30D | -18.1% | -13.7% | -4.4% | -15.8% |
| 3M | +8.5% | -23.0% | +31.5% | +12.7% |
| 6M | -0.1% | -0.8% | +0.8% | -6.3% |
| YTD | -18.2% | +43.1% | -61.3% | -32.5% |
| 1Y | -19.9% | +157.6% | -177.5% | -44.8% |
| 3Y | +41.6% | +593.8% | -552.2% | -30.8% |
| 5Y | +93.1% | +520.6% | -427.5% | -5.3% |
| 10Y | +214.8% | +1,444.6% | -1,229.8% | +9.4% |
| All | +795.1% | +302.5% | +492.6% | +23.5% |
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