+355.8%
CIEN vs UAL
+117.7%
+238.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -2.8% | -4.0% |
| 7D | +15.3% | -3.0% | +18.3% | +16.5% |
| 30D | -22.0% | +10.5% | -32.4% | -25.0% |
| 3M | -36.6% | -13.5% | -23.2% | -33.5% |
| 6M | -51.5% | +14.2% | -65.7% | -54.0% |
| YTD | +20.0% | -2.2% | +22.2% | +18.8% |
| 1Y | +44.5% | +12.5% | +32.0% | +36.4% |
| 3Y | +539.0% | +186.8% | +352.2% | +332.3% |
| All | +355.8% | +117.7% | +238.0% | +204.3% |
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