-45.2%
CIEN vs ENTG
+1,234.5%
-1,279.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.2% | -5.0% | -1.5% |
| 7D | -15.2% | +2.8% | -18.0% | -16.2% |
| 30D | -21.5% | -4.7% | -16.8% | -19.6% |
| 3M | -40.1% | -0.7% | -39.3% | -40.8% |
| 6M | -6.6% | +7.7% | -14.3% | -10.7% |
| YTD | +37.3% | +65.1% | -27.8% | +8.9% |
| 1Y | +174.5% | +74.8% | +99.8% | +109.9% |
| 3Y | +562.3% | +36.9% | +525.4% | +430.9% |
| 5Y | +463.9% | +16.1% | +447.8% | +345.1% |
| 10Y | +1,302.4% | +740.3% | +562.0% | +339.8% |
| All | -45.2% | +1,234.5% | -1,279.7% | -92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling