+132.5%
GOOGL vs CIEN
+500.1%
-367.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.1% |
| 7D | -1.9% | -4.6% | +2.7% | -1.2% |
| 30D | -7.5% | -12.8% | +5.4% | -5.7% |
| 3M | -9.2% | -23.1% | +13.9% | -6.2% |
| 6M | +8.1% | +6.1% | +2.0% | +1.0% |
| YTD | +5.8% | +44.5% | -38.7% | -9.5% |
| 1Y | +38.3% | +176.6% | -138.3% | -0.8% |
| 3Y | +144.8% | +601.0% | -456.2% | +26.2% |
| 5Y | +132.5% | +509.1% | -376.6% | +22.2% |
| All | +132.5% | +500.1% | -367.6% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling