+219.2%
CVX vs CIEN
+1,531.8%
-1,312.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.9% | 0.0% |
| 7D | +2.6% | +8.9% | -6.3% | +1.5% |
| 30D | +9.8% | -19.1% | +28.9% | +12.5% |
| 3M | +16.2% | -21.5% | +37.7% | +18.5% |
| 6M | +13.6% | +2.8% | +10.8% | +9.0% |
| YTD | +44.4% | +49.5% | -5.1% | +28.2% |
| 1Y | +40.6% | +163.8% | -123.2% | +11.0% |
| 3Y | +48.2% | +615.8% | -567.6% | -10.8% |
| 5Y | +172.3% | +548.4% | -376.1% | +60.6% |
| All | +219.2% | +1,531.8% | -1,312.7% | +53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling