+1,225.9%
IBM vs CIEN
+177.9%
+1,048.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | -0.3% | -15.2% | +14.9% | +1.6% |
| 30D | +0.3% | -21.5% | +21.8% | +2.9% |
| 3M | -21.6% | -40.1% | +18.5% | -17.4% |
| 6M | -4.7% | -6.6% | +1.9% | -6.2% |
| YTD | -19.1% | +37.3% | -56.3% | -24.7% |
| 1Y | -2.5% | +174.5% | -177.0% | -17.3% |
| 3Y | +74.2% | +562.3% | -488.1% | +29.0% |
| 5Y | +113.1% | +463.9% | -350.8% | +58.4% |
| 10Y | +133.5% | +1,302.4% | -1,168.8% | +51.4% |
| All | +1,225.9% | +177.9% | +1,048.0% | +618.8% |
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