+40.2%
CVX vs CIEN
+170.2%
-130.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.6% |
| 7D | +0.7% | +5.4% | -4.7% | +1.1% |
| 30D | +9.1% | -13.7% | +22.8% | +8.1% |
| 3M | +13.1% | -23.0% | +36.1% | +11.4% |
| 6M | +16.3% | -0.8% | +17.1% | +18.1% |
| YTD | +43.5% | +43.1% | +0.4% | +50.5% |
| 1Y | +40.2% | +157.6% | -117.5% | +50.9% |
| All | +40.2% | +170.2% | -130.1% | +50.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling