+60.4%
CVS vs CIEN
+1,159.7%
-1,099.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | -0.1% |
| 7D | +6.6% | +15.3% | -8.7% | +5.0% |
| 30D | -0.4% | -22.0% | +21.5% | +1.4% |
| 3M | -5.3% | -36.6% | +31.4% | -2.2% |
| 6M | -7.7% | -51.5% | +43.7% | -2.9% |
| YTD | +16.0% | +20.0% | -3.9% | +8.0% |
| 1Y | +16.2% | +44.5% | -28.2% | +5.3% |
| 3Y | +47.6% | +539.0% | -491.5% | +3.3% |
| 5Y | +12.3% | +356.8% | -344.5% | -18.5% |
| All | +60.4% | +1,159.7% | -1,099.3% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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