-5.0%
IBM vs CIEN
+184.0%
-189.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.3% | +3.4% |
| 7D | +3.6% | -4.6% | +8.1% | +3.6% |
| 30D | +1.5% | -12.8% | +14.4% | +1.6% |
| 3M | -12.9% | -23.1% | +10.2% | -12.7% |
| 6M | -3.9% | +6.1% | -10.0% | -3.6% |
| YTD | -17.3% | +44.5% | -61.9% | -19.7% |
| 1Y | -5.0% | +176.6% | -181.6% | -8.5% |
| All | -5.0% | +184.0% | -189.0% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling