+11,791.0%
GOOGL vs CIEN
+2,009.3%
+9,781.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -0.1% |
| 7D | +3.9% | +15.3% | -11.4% | +0.9% |
| 30D | -14.9% | -22.0% | +7.1% | -11.6% |
| 3M | -14.6% | -36.6% | +22.1% | -8.7% |
| 6M | -26.4% | -51.5% | +25.0% | -18.9% |
| YTD | -5.3% | +20.0% | -25.3% | -15.2% |
| 1Y | +6.5% | +44.5% | -38.0% | -8.7% |
| 3Y | +126.0% | +539.0% | -413.0% | +36.1% |
| 5Y | +100.8% | +356.8% | -256.0% | +27.4% |
| 10Y | +673.8% | +1,190.4% | -516.6% | +283.5% |
| All | +11,791.0% | +2,009.3% | +9,781.7% | +3,807.2% |
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 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