-22.5%
DIS vs CIEN
+356.6%
-379.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +1.1% |
| 7D | +1.9% | +15.3% | -13.4% | +0.2% |
| 30D | +9.2% | -22.0% | +31.1% | +11.5% |
| 3M | +13.5% | -36.6% | +50.2% | +18.2% |
| 6M | +14.3% | -51.5% | +65.7% | +22.6% |
| YTD | +5.4% | +20.0% | -14.6% | -7.6% |
| 1Y | +12.2% | +44.5% | -32.3% | -6.5% |
| 3Y | +37.2% | +539.0% | -501.9% | -29.5% |
| All | -22.5% | +356.6% | -379.2% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling