+81.6%
KO vs CIEN
+516.6%
-435.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.3% |
| 7D | -1.1% | +5.4% | -6.5% | -1.1% |
| 30D | +1.6% | -13.7% | +15.2% | +1.6% |
| 3M | +5.8% | -23.0% | +28.8% | +5.8% |
| 6M | +14.3% | -0.8% | +15.1% | +13.5% |
| YTD | +27.3% | +43.1% | -15.7% | +25.3% |
| 1Y | +33.2% | +157.6% | -124.5% | +28.3% |
| 3Y | +64.5% | +593.8% | -529.3% | +43.2% |
| All | +81.6% | +516.6% | -435.0% | +56.6% |
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