+1,500.5%
CIEN vs LYB
+48.3%
+1,452.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.9% | +5.4% | +4.8% |
| 7D | +8.9% | +0.3% | +8.6% | +8.8% |
| 30D | -19.1% | +2.5% | -21.6% | -19.7% |
| 3M | -21.5% | +1.4% | -22.9% | -22.4% |
| 6M | +2.8% | -3.5% | +6.3% | +1.3% |
| YTD | +49.5% | +52.0% | -2.5% | +24.1% |
| 1Y | +163.8% | +22.1% | +141.7% | +134.9% |
| 3Y | +615.8% | -22.8% | +638.6% | +638.1% |
| 5Y | +548.4% | -3.4% | +551.7% | +508.8% |
| All | +1,500.5% | +48.3% | +1,452.2% | +991.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 10y: compounded portfolio wealth divided by compounded LYB 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…
10y analysis · Full analysis span regression · 6 months rolling