+33.8%
DIS vs CIEN
+566.4%
-532.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.8% |
| 7D | -2.6% | -15.2% | +12.6% | -1.6% |
| 30D | +3.5% | -21.5% | +25.0% | +4.9% |
| 3M | +6.8% | -40.1% | +46.9% | +10.6% |
| 6M | +3.0% | -6.6% | +9.5% | +0.4% |
| YTD | -6.7% | +37.3% | -44.0% | -14.2% |
| 1Y | -10.1% | +174.5% | -184.6% | -26.7% |
| All | +33.8% | +566.4% | -532.6% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling