+74.7%
IBM vs CIEN
+562.0%
-487.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | -0.3% | -15.2% | +14.9% | +0.9% |
| 30D | +0.3% | -21.5% | +21.8% | +2.0% |
| 3M | -21.6% | -40.1% | +18.5% | -18.4% |
| 6M | -4.7% | -6.6% | +1.9% | -6.3% |
| YTD | -19.1% | +37.3% | -56.3% | -25.1% |
| 1Y | -2.5% | +174.5% | -177.0% | -19.5% |
| All | +74.7% | +562.0% | -487.3% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling