+63.8%
KO vs CIEN
+624.4%
-560.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -4.0% | +0.7% |
| 7D | +0.2% | +8.9% | -8.6% | +0.6% |
| 30D | +1.8% | -19.1% | +20.9% | +1.0% |
| 3M | +7.7% | -21.5% | +29.2% | +7.0% |
| 6M | +15.3% | +2.8% | +12.4% | +15.9% |
| YTD | +28.0% | +49.5% | -21.5% | +30.9% |
| 1Y | +34.3% | +163.8% | -129.5% | +40.1% |
| 3Y | +63.8% | +615.8% | -552.0% | +70.1% |
| All | +63.8% | +624.4% | -560.6% | +70.1% |
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 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