+1,236.6%
CVS vs CIEN
+177.9%
+1,058.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | +4.0% | -15.2% | +19.1% | +5.2% |
| 30D | -2.4% | -21.5% | +19.1% | -0.8% |
| 3M | +2.7% | -40.1% | +42.7% | +6.1% |
| 6M | +21.9% | -6.6% | +28.4% | +20.7% |
| YTD | +24.7% | +37.3% | -12.5% | +19.4% |
| 1Y | +35.4% | +174.5% | -139.1% | +22.3% |
| 3Y | +65.2% | +562.3% | -497.1% | +36.4% |
| 5Y | +30.5% | +463.9% | -433.4% | +8.1% |
| 10Y | +40.4% | +1,302.4% | -1,262.0% | +6.5% |
| All | +1,236.6% | +177.9% | +1,058.7% | +698.1% |
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