+548.3%
KO vs CIEN
+192.6%
+355.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.9% |
| 7D | -0.8% | -4.6% | +3.8% | -0.6% |
| 30D | +0.8% | -12.8% | +13.6% | +1.2% |
| 3M | +8.3% | -23.1% | +31.4% | +9.1% |
| 6M | +14.0% | +6.1% | +7.9% | +12.8% |
| YTD | +26.9% | +44.5% | -17.6% | +23.5% |
| 1Y | +32.7% | +176.6% | -143.9% | +25.0% |
| 3Y | +63.9% | +601.0% | -537.0% | +45.9% |
| 5Y | +81.7% | +509.1% | -427.4% | +61.8% |
| 10Y | +183.0% | +1,460.5% | -1,277.5% | +139.6% |
| All | +548.3% | +192.6% | +355.7% | +350.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling