+48.9%
CIEN vs SONY
-6.4%
+55.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.2% | -11.5% | -9.1% |
| 7D | -25.0% | +2.9% | -27.9% | -24.8% |
| 30D | -30.1% | +10.2% | -40.4% | -30.0% |
| 3M | -33.8% | +16.1% | -49.9% | -34.7% |
| 6M | -49.4% | +32.1% | -81.6% | -54.1% |
| YTD | +16.4% | +1.4% | +15.0% | +16.4% |
| 1Y | +48.9% | -7.0% | +55.9% | +55.5% |
| All | +48.9% | -6.4% | +55.3% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 1y: compounded portfolio wealth divided by compounded SONY 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…
1y analysis · Full analysis span regression · 6 months rolling