+474.0%
DIS vs CIEN
+177.9%
+296.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.9% |
| 7D | -2.6% | -15.2% | +12.6% | -0.3% |
| 30D | +3.5% | -21.5% | +25.0% | +6.7% |
| 3M | +6.8% | -40.1% | +46.9% | +13.4% |
| 6M | +3.0% | -6.6% | +9.5% | +0.8% |
| YTD | -6.7% | +37.3% | -44.0% | -14.6% |
| 1Y | -10.1% | +174.5% | -184.6% | -26.5% |
| 3Y | +33.0% | +562.3% | -529.2% | -7.6% |
| 5Y | -40.0% | +463.9% | -503.9% | -57.8% |
| 10Y | +21.1% | +1,302.4% | -1,281.3% | -27.6% |
| All | +474.0% | +177.9% | +296.1% | +166.0% |
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 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