+36.3%
DIS vs CIEN
+1,190.2%
-1,153.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | -0.1% |
| 7D | +4.4% | -9.3% | +13.7% | +5.6% |
| 30D | +10.3% | -39.5% | +49.8% | +18.5% |
| 3M | +15.5% | -29.8% | +45.4% | +19.5% |
| 6M | +11.2% | -50.4% | +61.6% | +20.6% |
| YTD | +5.6% | +16.3% | -10.8% | -7.7% |
| 1Y | +7.7% | +30.4% | -22.6% | -9.0% |
| 3Y | +39.3% | +516.6% | -477.3% | -26.2% |
| 5Y | -29.5% | +349.8% | -379.3% | -60.3% |
| 10Y | +36.3% | +1,184.7% | -1,148.5% | -39.8% |
| All | +36.3% | +1,190.2% | -1,153.9% | -39.8% |
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