+16.2%
CVS vs CIEN
+35.5%
-19.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | -0.4% |
| 7D | +6.6% | +15.3% | -8.7% | +6.4% |
| 30D | -0.4% | -22.0% | +21.5% | -0.7% |
| 3M | -5.3% | -36.6% | +31.4% | -5.4% |
| 6M | -7.7% | -51.5% | +43.7% | -7.9% |
| YTD | +16.0% | +20.0% | -3.9% | +11.8% |
| 1Y | +16.2% | +44.5% | -28.2% | +7.8% |
| All | +16.2% | +35.5% | -19.3% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling