+1,289.9%
IBM vs CIEN
+135.6%
+1,154.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -1.5% | -9.3% | +7.8% | -0.6% |
| 30D | +8.4% | -39.5% | +47.9% | +14.4% |
| 3M | +4.2% | -29.8% | +34.0% | +7.2% |
| 6M | +7.9% | -50.4% | +58.3% | +14.7% |
| YTD | -15.2% | +16.3% | -31.5% | -20.3% |
| 1Y | -18.7% | +30.4% | -49.1% | -25.0% |
| 3Y | +79.2% | +516.6% | -437.4% | +32.4% |
| 5Y | +144.7% | +349.8% | -205.0% | +85.0% |
| 10Y | +141.6% | +1,184.7% | -1,043.1% | +56.7% |
| All | +1,289.9% | +135.6% | +1,154.3% | +660.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling