+142.1%
GOOG vs CIEN
+593.4%
-451.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | -2.5% | +5.4% | -7.9% | -3.2% |
| 30D | -3.6% | -13.7% | +10.1% | -2.2% |
| 3M | -6.4% | -23.0% | +16.6% | -4.3% |
| 6M | +7.8% | -0.8% | +8.6% | +3.3% |
| YTD | +5.5% | +43.1% | -37.6% | -6.4% |
| 1Y | +38.3% | +157.6% | -119.4% | +8.6% |
| All | +142.1% | +593.4% | -451.3% | +48.0% |
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 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