+4.9%
META vs CIEN
-23.4%
+28.3%
-9.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +1.1% |
| 7D | +6.7% | -15.2% | +21.9% | +5.6% |
| 30D | +4.8% | -21.5% | +26.2% | +3.4% |
| All | +4.9% | -23.4% | +28.3% | +3.5% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling