+48.3%
CVS vs CIEN
+569.5%
-521.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | +10.4% | +27.4% | -17.0% | +9.9% |
| 30D | +3.3% | -26.6% | +29.9% | +3.5% |
| 3M | -4.5% | -32.0% | +27.4% | -4.3% |
| 6M | -4.4% | -49.1% | +44.7% | -3.7% |
| YTD | +16.6% | +25.7% | -9.1% | +13.7% |
| 1Y | +15.3% | +40.3% | -25.0% | +11.8% |
| All | +48.3% | +569.5% | -521.2% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling