-40.7%
INTU vs CIEN
+609.5%
-650.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.3% | -10.5% | -4.1% |
| 7D | -7.5% | -5.3% | -2.3% | -7.5% |
| 30D | -1.9% | -17.2% | +15.3% | -2.0% |
| 3M | +4.9% | -26.9% | +31.7% | +5.3% |
| 6M | -33.2% | +16.0% | -49.2% | -37.6% |
| YTD | -51.4% | +45.9% | -97.3% | -56.8% |
| 1Y | -52.0% | +186.8% | -238.8% | -63.1% |
| 3Y | -40.7% | +607.8% | -648.5% | -67.3% |
| All | -40.7% | +609.5% | -650.2% | -67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling