+304.6%
CIEN vs UAL
+109.3%
+195.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.0% | +3.4% | +4.7% |
| 7D | -24.1% | +8.2% | -32.3% | -26.5% |
| 30D | -45.5% | +2.3% | -47.8% | -46.0% |
| 3M | -39.7% | -12.7% | -27.0% | -37.0% |
| 6M | -57.8% | +12.7% | -70.5% | -59.8% |
| YTD | +4.1% | +0.8% | +3.2% | +1.9% |
| 1Y | +20.8% | +17.8% | +3.0% | +12.3% |
| 3Y | +463.1% | +206.7% | +256.4% | +273.3% |
| All | +304.6% | +109.3% | +195.3% | +172.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling