+4,770.1%
DELL vs CIEN
+1,464.8%
+3,305.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.3% | -4.5% | -0.4% |
| 7D | +25.6% | -5.3% | +30.9% | +27.4% |
| 30D | +17.7% | -17.2% | +34.9% | +25.1% |
| 3M | +33.4% | -26.9% | +60.3% | +48.1% |
| 6M | +266.2% | +16.0% | +250.2% | +236.1% |
| YTD | +328.0% | +45.9% | +282.1% | +255.8% |
| 1Y | +339.6% | +186.8% | +152.8% | +181.9% |
| 3Y | +694.6% | +607.8% | +86.8% | +259.5% |
| 5Y | +1,122.0% | +506.7% | +615.3% | +462.7% |
| 10Y | +4,062.5% | +1,438.7% | +2,623.7% | +1,459.5% |
| All | +4,770.1% | +1,464.8% | +3,305.3% | +1,745.9% |
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