+1,058.0%
CIEN vs UAL
+242.1%
+816.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.6% |
| 7D | -15.2% | +0.7% | -15.9% | -15.3% |
| 30D | -21.5% | -16.1% | -5.4% | -18.3% |
| 3M | -40.1% | +6.1% | -46.2% | -40.9% |
| 6M | -6.6% | +10.8% | -17.4% | -8.9% |
| YTD | +37.3% | -0.4% | +37.6% | +36.4% |
| 1Y | +174.5% | +5.0% | +169.5% | +169.1% |
| 3Y | +562.3% | +124.0% | +438.3% | +436.8% |
| 5Y | +463.9% | +141.0% | +323.0% | +336.7% |
| 10Y | +1,302.4% | +118.0% | +1,184.4% | +868.8% |
| All | +1,058.0% | +242.1% | +816.0% | +383.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling