+1,096.6%
CIEN vs UAL
+94.5%
+1,002.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.0% | +3.4% | +5.0% |
| 7D | -24.1% | +8.2% | -32.3% | -25.7% |
| 30D | -45.5% | +2.3% | -47.8% | -45.8% |
| 3M | -39.7% | -12.7% | -27.0% | -37.8% |
| 6M | -57.8% | +12.7% | -70.5% | -59.2% |
| YTD | +4.1% | +0.8% | +3.2% | +2.9% |
| 1Y | +20.8% | +17.8% | +3.0% | +15.3% |
| 3Y | +463.1% | +206.7% | +256.4% | +333.8% |
| 5Y | +302.3% | +113.9% | +188.4% | +220.6% |
| All | +1,096.6% | +94.5% | +1,002.1% | +884.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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