+169.9%
CIEN vs SONY
+326.6%
-156.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.6% | +2.9% | +3.6% |
| 7D | +8.9% | -2.7% | +11.6% | +10.4% |
| 30D | -19.1% | +1.5% | -20.6% | -20.3% |
| 3M | -21.5% | +13.0% | -34.5% | -28.7% |
| 6M | +2.8% | +11.2% | -8.4% | -5.6% |
| YTD | +49.5% | -6.6% | +56.1% | +51.0% |
| 1Y | +163.8% | -18.1% | +181.9% | +185.6% |
| 3Y | +615.8% | +42.1% | +573.8% | +448.5% |
| 5Y | +548.4% | +11.0% | +537.3% | +456.4% |
| 10Y | +1,513.8% | +289.2% | +1,224.6% | +507.9% |
| All | +169.9% | +326.6% | -156.6% | -36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling