-57.8%
CIEN vs UAL
+13.1%
-70.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.0% | +3.4% | +4.6% |
| 7D | -24.1% | +8.2% | -32.3% | -26.6% |
| 30D | -45.5% | +2.3% | -47.8% | -46.0% |
| 3M | -39.7% | -12.7% | -27.0% | -37.2% |
| 6M | -57.8% | +12.7% | -70.5% | -57.0% |
| All | -57.8% | +13.1% | -70.9% | -57.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling