+31.0%
DIS vs CIEN
+1,220.1%
-1,189.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +0.9% | +27.4% | -26.5% | -3.1% |
| 30D | +8.9% | -26.6% | +35.5% | +13.3% |
| 3M | +14.5% | -32.0% | +46.5% | +19.5% |
| 6M | +12.2% | -49.1% | +61.3% | +21.5% |
| YTD | +4.7% | +25.7% | -21.0% | -9.7% |
| 1Y | +2.8% | +40.3% | -37.5% | -14.2% |
| 3Y | +38.1% | +566.2% | -528.0% | -27.7% |
| 5Y | -23.6% | +378.7% | -402.3% | -57.4% |
| All | +31.0% | +1,220.1% | -1,189.1% | -42.2% |
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