+147.3%
IBM vs CIEN
+1,159.7%
-1,012.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | +1.7% |
| 7D | +1.6% | +15.3% | -13.7% | -0.6% |
| 30D | +9.2% | -22.0% | +31.2% | +12.3% |
| 3M | +4.9% | -36.6% | +41.6% | +10.3% |
| 6M | +16.8% | -51.5% | +68.2% | +26.7% |
| YTD | -14.3% | +20.0% | -34.2% | -23.0% |
| 1Y | -16.7% | +44.5% | -61.2% | -28.3% |
| 3Y | +82.2% | +539.0% | -456.8% | +9.7% |
| 5Y | +149.9% | +356.8% | -206.9% | +57.3% |
| All | +147.3% | +1,159.7% | -1,012.5% | +26.3% |
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