+3,047.2%
DELL vs CIEN
+1,186.3%
+1,860.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.6% | -2.6% | -5.4% |
| 7D | +4.9% | +15.3% | -10.4% | -0.6% |
| 30D | -32.1% | -22.0% | -10.1% | -24.9% |
| 3M | -30.2% | -36.6% | +6.4% | -17.8% |
| 6M | +41.7% | -51.5% | +93.2% | +80.9% |
| YTD | +176.6% | +20.0% | +156.6% | +148.3% |
| 1Y | +159.9% | +44.5% | +115.5% | +116.4% |
| 3Y | +388.0% | +539.0% | -151.1% | +131.8% |
| 5Y | +578.2% | +356.8% | +221.4% | +246.6% |
| 10Y | +2,653.4% | +1,190.4% | +1,463.0% | +1,021.6% |
| All | +3,047.2% | +1,186.3% | +1,860.9% | +1,187.9% |
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