+4,404.4%
DELL vs CIEN
+1,531.8%
+2,872.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.5% | +7.5% | +10.3% |
| 7D | +8.2% | +8.9% | -0.7% | +5.0% |
| 30D | +17.1% | -19.1% | +36.2% | +25.8% |
| 3M | +45.2% | -21.5% | +66.7% | +57.4% |
| 6M | +286.8% | +2.8% | +284.0% | +271.7% |
| YTD | +354.8% | +49.5% | +305.3% | +274.5% |
| 1Y | +358.3% | +163.8% | +194.5% | +202.2% |
| 3Y | +724.9% | +615.8% | +109.1% | +268.3% |
| 5Y | +1,193.7% | +548.4% | +645.3% | +478.4% |
| All | +4,404.4% | +1,531.8% | +2,872.6% | +1,532.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling