+536.4%
DIS vs CIEN
+110.7%
+425.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -1.2% |
| 7D | +5.2% | -24.1% | +29.3% | +8.9% |
| 30D | +11.5% | -45.5% | +56.9% | +20.3% |
| 3M | +11.5% | -39.7% | +51.2% | +17.5% |
| 6M | +8.9% | -57.8% | +66.7% | +19.1% |
| YTD | +3.4% | +4.1% | -0.7% | -3.0% |
| 1Y | +7.2% | +20.8% | -13.6% | -2.1% |
| 3Y | +43.3% | +463.1% | -419.8% | +0.3% |
| 5Y | -31.4% | +302.3% | -333.7% | -50.1% |
| 10Y | +37.1% | +1,164.4% | -1,127.3% | -18.0% |
| All | +536.4% | +110.7% | +425.6% | +202.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling