-51.5%
CIEN vs ENTG
-0.3%
-51.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.8% | -0.8% | -1.9% |
| 7D | +15.3% | +15.2% | +0.1% | +4.4% |
| 30D | -22.0% | -3.6% | -18.3% | -19.6% |
| 3M | -36.6% | -10.0% | -26.7% | -31.8% |
| 6M | -51.5% | +1.8% | -53.2% | -53.4% |
| All | -51.5% | -0.3% | -51.2% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 6mo: compounded portfolio wealth divided by compounded ENTG 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…
6mo analysis · Full analysis span regression · 6 months rolling