+102.8%
GOOGL vs CIEN
+381.2%
-278.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | +5.7% | +27.4% | -21.7% | +1.3% |
| 30D | -15.6% | -26.6% | +11.0% | -11.7% |
| 3M | -13.0% | -32.0% | +19.0% | -8.7% |
| 6M | -22.8% | -49.1% | +26.3% | -15.7% |
| YTD | -4.4% | +25.7% | -30.1% | -17.3% |
| 1Y | +4.5% | +40.3% | -35.9% | -12.8% |
| 3Y | +127.4% | +566.2% | -438.8% | +16.2% |
| 5Y | +102.8% | +378.7% | -275.9% | +16.2% |
| All | +102.8% | +381.2% | -278.3% | +16.2% |
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