+13,447.0%
GOOG vs CIEN
+2,466.1%
+10,980.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.3% | -6.3% | -1.2% |
| 7D | +1.1% | -5.3% | +6.4% | +1.9% |
| 30D | -5.1% | -17.2% | +12.2% | -2.2% |
| 3M | -7.1% | -26.9% | +19.8% | -3.0% |
| 6M | +12.7% | +16.0% | -3.4% | +4.9% |
| YTD | +7.1% | +45.9% | -38.8% | -6.0% |
| 1Y | +43.6% | +186.8% | -143.2% | +8.8% |
| 3Y | +146.8% | +607.8% | -461.0% | +48.5% |
| 5Y | +133.7% | +506.7% | -373.1% | +42.7% |
| 10Y | +773.3% | +1,438.7% | -665.4% | +325.2% |
| All | +13,447.0% | +2,466.1% | +10,980.9% | +4,262.4% |
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 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