-19.3%
IBM vs CIEN
+31.6%
-50.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.7% | -0.6% |
| 7D | -2.2% | -9.3% | +7.1% | -2.2% |
| 30D | +7.7% | -39.5% | +47.2% | +7.5% |
| 3M | +3.5% | -29.8% | +33.3% | +3.4% |
| 6M | +7.2% | -50.4% | +57.5% | +7.9% |
| YTD | -15.8% | +16.3% | -32.1% | -16.7% |
| 1Y | -19.3% | +30.4% | -49.6% | -22.0% |
| All | -19.3% | +31.6% | -50.9% | -22.0% |
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