+1,310.8%
IBM vs CIEN
+156.3%
+1,154.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.8% | -7.3% | +0.4% |
| 7D | -1.7% | +8.7% | -10.5% | -3.0% |
| 30D | +10.1% | -26.9% | +37.0% | +13.6% |
| 3M | +4.8% | -23.6% | +28.4% | +6.7% |
| 6M | +12.6% | -49.1% | +61.7% | +19.4% |
| YTD | -13.9% | +26.6% | -40.5% | -20.0% |
| 1Y | -18.7% | +42.7% | -61.4% | -25.9% |
| 3Y | +81.9% | +570.8% | -488.9% | +33.0% |
| 5Y | +148.3% | +386.4% | -238.1% | +85.9% |
| 10Y | +143.6% | +1,261.7% | -1,118.1% | +56.8% |
| All | +1,310.8% | +156.3% | +1,154.5% | +663.5% |
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 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