+80.4%
IBM vs CIEN
+454.9%
-374.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.3% | -1.2% |
| 7D | -5.0% | -24.1% | +19.1% | -3.3% |
| 30D | +11.1% | -45.5% | +56.6% | +15.5% |
| 3M | +5.7% | -39.7% | +45.4% | +8.7% |
| 6M | +10.1% | -57.8% | +67.9% | +16.5% |
| YTD | -15.6% | +4.1% | -19.7% | -20.9% |
| 1Y | -19.5% | +20.8% | -40.4% | -26.6% |
| 3Y | +80.4% | +463.1% | -382.7% | +23.3% |
| All | +80.4% | +454.9% | -374.5% | +23.3% |
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 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