-42.2%
INTU vs CIEN
+301.0%
-343.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.5% | -9.2% | -4.2% |
| 7D | +0.1% | -24.1% | +24.2% | +2.2% |
| 30D | +15.4% | -45.5% | +60.9% | +21.1% |
| 3M | +6.6% | -39.7% | +46.3% | +9.9% |
| 6M | -11.3% | -57.8% | +46.5% | -5.2% |
| YTD | -47.7% | +4.1% | -51.8% | -56.6% |
| 1Y | -47.0% | +20.8% | -67.8% | -58.3% |
| 3Y | -29.9% | +463.1% | -493.1% | -71.8% |
| All | -42.2% | +301.0% | -343.2% | -73.1% |
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