+425.7%
META vs CIEN
+1,252.1%
-826.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +10.7% | -5.5% | +2.7% |
| 7D | +5.7% | -5.3% | +11.0% | +6.5% |
| 30D | -10.8% | -40.1% | +29.4% | -1.1% |
| 3M | +8.4% | -34.7% | +43.1% | +16.1% |
| 6M | +5.4% | -50.9% | +56.2% | +18.4% |
| YTD | -2.6% | +15.2% | -17.7% | -16.0% |
| 1Y | +3.5% | +35.2% | -31.7% | -15.6% |
| 3Y | +102.0% | +522.6% | -420.6% | -2.0% |
| 5Y | +93.1% | +344.2% | -251.1% | +1.6% |
| 10Y | +425.7% | +1,188.7% | -763.0% | +124.7% |
| All | +425.7% | +1,252.1% | -826.4% | +124.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling