+13,507.3%
GOOGL vs CIEN
+2,313.5%
+11,193.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | -2.3% | -15.2% | +12.9% | +0.7% |
| 30D | -6.6% | -21.5% | +14.9% | -2.7% |
| 3M | -8.9% | -40.1% | +31.1% | -1.2% |
| 6M | +11.9% | -6.6% | +18.4% | +8.7% |
| YTD | +8.3% | +37.3% | -28.9% | -3.7% |
| 1Y | +46.2% | +174.5% | -128.3% | +11.7% |
| 3Y | +151.9% | +562.3% | -410.4% | +53.5% |
| 5Y | +137.7% | +463.9% | -326.2% | +47.3% |
| 10Y | +757.6% | +1,302.4% | -544.8% | +325.0% |
| All | +13,507.3% | +2,313.5% | +11,193.8% | +4,334.5% |
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