+1,143.3%
CVS vs CIEN
+142.9%
+1,000.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | -0.1% |
| 7D | +6.6% | +15.3% | -8.7% | +5.4% |
| 30D | -0.4% | -22.0% | +21.5% | +1.1% |
| 3M | -5.3% | -36.6% | +31.4% | -2.8% |
| 6M | -7.7% | -51.5% | +43.7% | -4.1% |
| YTD | +16.0% | +20.0% | -3.9% | +11.4% |
| 1Y | +16.2% | +44.5% | -28.2% | +9.7% |
| 3Y | +47.6% | +539.0% | -491.5% | +21.3% |
| 5Y | +12.3% | +356.8% | -344.5% | -6.1% |
| 10Y | +62.4% | +1,190.4% | -1,128.1% | +23.1% |
| All | +1,143.3% | +142.9% | +1,000.4% | +644.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling