+131.4%
CVX vs CIEN
+381.2%
-249.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | +1.6% | +27.4% | -25.8% | +0.9% |
| 30D | -0.6% | -26.6% | +25.9% | 0.0% |
| 3M | +11.0% | -32.0% | +43.0% | +11.8% |
| 6M | +18.4% | -49.1% | +67.5% | +20.4% |
| YTD | +45.9% | +25.7% | +20.2% | +39.0% |
| 1Y | +46.7% | +40.3% | +6.4% | +38.1% |
| 3Y | +71.6% | +566.2% | -494.6% | +31.3% |
| 5Y | +131.4% | +378.7% | -247.3% | +73.6% |
| All | +131.4% | +381.2% | -249.7% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling