+42.2%
CVX vs CIEN
+609.5%
-567.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.3% | -5.7% | +0.6% |
| 7D | -0.6% | -5.3% | +4.7% | -0.6% |
| 30D | +13.4% | -17.2% | +30.7% | +13.3% |
| 3M | +11.8% | -26.9% | +38.7% | +11.7% |
| 6M | +12.4% | +16.0% | -3.6% | +11.0% |
| YTD | +41.5% | +45.9% | -4.4% | +38.2% |
| 1Y | +41.6% | +186.8% | -145.2% | +32.3% |
| 3Y | +42.2% | +607.8% | -565.5% | +20.6% |
| All | +42.2% | +609.5% | -567.3% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling