+1,776.6%
CVX vs CIEN
+177.9%
+1,598.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.4% |
| 7D | +3.3% | -15.2% | +18.5% | +4.6% |
| 30D | +12.9% | -21.5% | +34.4% | +14.8% |
| 3M | +11.7% | -40.1% | +51.8% | +15.6% |
| 6M | +14.1% | -6.6% | +20.7% | +12.7% |
| YTD | +40.7% | +37.3% | +3.4% | +33.9% |
| 1Y | +37.5% | +174.5% | -137.0% | +22.7% |
| 3Y | +43.9% | +562.3% | -518.3% | +16.6% |
| 5Y | +161.5% | +463.9% | -302.5% | +112.4% |
| 10Y | +215.1% | +1,302.4% | -1,087.2% | +135.3% |
| All | +1,776.6% | +177.9% | +1,598.7% | +1,109.4% |
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