+439.6%
INTC vs CIEN
+142.9%
+296.7%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | -1.5% |
| 7D | +6.0% | +15.3% | -9.3% | +2.7% |
| 30D | -39.2% | -22.0% | -17.2% | -35.2% |
| 3M | -42.9% | -36.6% | -6.3% | -36.8% |
| 6M | -50.4% | -51.5% | +1.1% | -41.8% |
| YTD | +61.7% | +20.0% | +41.7% | +54.8% |
| 1Y | +66.1% | +44.5% | +21.7% | +52.3% |
| 3Y | +58.1% | +539.0% | -480.9% | +2.7% |
| 5Y | +27.9% | +356.8% | -329.0% | -12.3% |
| 10Y | +111.1% | +1,190.4% | -1,079.3% | +12.7% |
| All | +439.6% | +142.9% | +296.7% | +141.4% |
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