+1,878.1%
CVX vs CIEN
+142.9%
+1,735.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.6% | +6.2% | +2.0% |
| 7D | +3.4% | +15.3% | -11.8% | +2.2% |
| 30D | -1.0% | -22.0% | +21.0% | +0.6% |
| 3M | +12.2% | -36.6% | +48.8% | +15.2% |
| 6M | +20.3% | -51.5% | +71.8% | +25.3% |
| YTD | +48.3% | +20.0% | +28.3% | +41.5% |
| 1Y | +46.9% | +44.5% | +2.5% | +37.6% |
| 3Y | +73.1% | +539.0% | -465.9% | +39.5% |
| 5Y | +135.2% | +356.8% | -221.6% | +92.9% |
| 10Y | +214.4% | +1,190.4% | -976.1% | +134.6% |
| All | +1,878.1% | +142.9% | +1,735.2% | +1,178.1% |
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