+116.0%
INTC vs CIEN
+500.1%
-384.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | +18.0% | -4.6% | +22.5% | +19.8% |
| 30D | +8.9% | -12.8% | +21.8% | +14.1% |
| 3M | -1.6% | -23.1% | +21.5% | +8.6% |
| 6M | +133.1% | +6.1% | +127.0% | +127.7% |
| YTD | +187.9% | +44.5% | +143.4% | +150.0% |
| 1Y | +334.7% | +176.6% | +158.1% | +201.0% |
| 3Y | +184.2% | +601.0% | -416.8% | +30.8% |
| 5Y | +116.0% | +509.1% | -393.1% | +0.6% |
| All | +116.0% | +500.1% | -384.1% | +0.6% |
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