-47.7%
INTU vs CIEN
+40.0%
-87.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.9% |
| 7D | -4.1% | +27.4% | -31.5% | +0.9% |
| 30D | +12.8% | -26.6% | +39.4% | +7.4% |
| 3M | +2.1% | -32.0% | +34.1% | -3.4% |
| 6M | -11.5% | -49.1% | +37.6% | -18.3% |
| YTD | -47.9% | +25.7% | -73.6% | -48.2% |
| 1Y | -47.7% | +40.3% | -88.0% | -48.2% |
| All | -47.7% | +40.0% | -87.7% | -48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling