+692.8%
GOOGL vs CIEN
+1,159.7%
-466.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -0.1% |
| 7D | +3.9% | +15.3% | -11.4% | +0.8% |
| 30D | -14.9% | -22.0% | +7.1% | -11.4% |
| 3M | -14.6% | -36.6% | +22.1% | -8.4% |
| 6M | -26.4% | -51.5% | +25.0% | -18.2% |
| YTD | -5.3% | +20.0% | -25.3% | -17.6% |
| 1Y | +6.5% | +44.5% | -38.0% | -12.2% |
| 3Y | +126.0% | +539.0% | -413.0% | +18.9% |
| 5Y | +100.8% | +356.8% | -256.0% | +13.0% |
| All | +692.8% | +1,159.7% | -466.9% | +257.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling