+34.2%
DIS vs CIEN
+1,137.4%
-1,103.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -1.3% |
| 7D | +5.2% | -24.1% | +29.3% | +9.4% |
| 30D | +11.5% | -45.5% | +56.9% | +21.7% |
| 3M | +11.5% | -39.7% | +51.2% | +18.4% |
| 6M | +8.9% | -57.8% | +66.7% | +21.5% |
| YTD | +3.4% | +4.1% | -0.7% | -7.9% |
| 1Y | +7.2% | +20.8% | -13.6% | -8.5% |
| 3Y | +43.3% | +463.1% | -419.8% | -23.1% |
| 5Y | -31.4% | +302.3% | -333.7% | -60.7% |
| All | +34.2% | +1,137.4% | -1,103.2% | -40.1% |
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 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