+766.5%
INTC vs CIEN
+177.9%
+588.6%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.1% | +3.4% | +4.3% |
| 7D | +7.1% | -15.2% | +22.3% | +10.8% |
| 30D | -5.2% | -21.5% | +16.3% | -0.3% |
| 3M | -14.3% | -40.1% | +25.8% | -3.9% |
| 6M | +110.2% | -6.6% | +116.7% | +112.3% |
| YTD | +159.6% | +37.3% | +122.4% | +140.3% |
| 1Y | +289.3% | +174.5% | +114.7% | +209.6% |
| 3Y | +166.1% | +562.3% | -396.2% | +70.5% |
| 5Y | +94.4% | +463.9% | -369.6% | +26.8% |
| 10Y | +227.7% | +1,302.4% | -1,074.7% | +70.5% |
| All | +766.5% | +177.9% | +588.6% | +274.8% |
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