+31.2%
INTC vs CIEN
+381.2%
-350.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | +17.1% | +27.4% | -10.2% | +6.0% |
| 30D | -40.5% | -26.6% | -13.9% | -32.3% |
| 3M | -39.4% | -32.0% | -7.4% | -30.0% |
| 6M | -49.3% | -49.1% | -0.2% | -35.7% |
| YTD | +65.9% | +25.7% | +40.1% | +52.0% |
| 1Y | +61.5% | +40.3% | +21.2% | +41.5% |
| 3Y | +59.6% | +566.2% | -506.6% | -24.8% |
| 5Y | +31.2% | +378.7% | -347.6% | -31.2% |
| All | +31.2% | +381.2% | -350.0% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling