+1,055.3%
DELL vs CIEN
+502.7%
+552.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.3% | -4.9% |
| 7D | -1.9% | +5.4% | -7.3% | -4.0% |
| 30D | +14.9% | -13.7% | +28.6% | +21.1% |
| 3M | +37.2% | -23.0% | +60.2% | +51.0% |
| 6M | +254.0% | -0.8% | +254.8% | +241.2% |
| YTD | +306.1% | +43.1% | +263.1% | +228.8% |
| 1Y | +312.3% | +157.6% | +154.6% | +154.1% |
| 3Y | +654.0% | +593.8% | +60.2% | +190.1% |
| 5Y | +1,055.3% | +520.6% | +534.7% | +370.1% |
| All | +1,055.3% | +502.7% | +552.6% | +370.1% |
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 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