+31.8%
CVS vs CIEN
+500.1%
-468.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.7% |
| 7D | -1.9% | -4.6% | +2.7% | -1.7% |
| 30D | -0.3% | -12.8% | +12.5% | +0.2% |
| 3M | -1.1% | -23.1% | +21.9% | -0.1% |
| 6M | +23.7% | +6.1% | +17.6% | +21.0% |
| YTD | +23.0% | +44.5% | -21.5% | +17.2% |
| 1Y | +37.2% | +176.6% | -139.5% | +23.6% |
| 3Y | +62.4% | +601.0% | -538.5% | +28.9% |
| 5Y | +31.8% | +509.1% | -477.3% | +4.9% |
| All | +31.8% | +500.1% | -468.3% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling