+21.2%
DIS vs CIEN
+1,400.2%
-1,379.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.3% | -6.6% | -1.4% |
| 7D | -1.1% | -5.3% | +4.2% | -0.3% |
| 30D | +0.1% | -17.2% | +17.4% | +2.9% |
| 3M | +7.1% | -26.9% | +33.9% | +11.3% |
| 6M | +4.3% | +16.0% | -11.8% | -4.1% |
| YTD | -6.9% | +45.9% | -52.9% | -20.1% |
| 1Y | -10.3% | +186.8% | -197.1% | -35.4% |
| 3Y | +32.8% | +607.8% | -575.0% | -29.0% |
| 5Y | -41.5% | +506.7% | -548.2% | -68.2% |
| 10Y | +21.2% | +1,438.7% | -1,417.5% | -47.6% |
| All | +21.2% | +1,400.2% | -1,379.0% | -47.6% |
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