+5.6%
META vs CIEN
+35.5%
-30.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.6% | +7.5% | +3.1% |
| 7D | +5.2% | +15.3% | -10.1% | +4.3% |
| 30D | -13.0% | -22.0% | +9.0% | -12.4% |
| 3M | +7.9% | -36.6% | +44.6% | +9.0% |
| 6M | +4.2% | -51.5% | +55.7% | +7.0% |
| YTD | -2.5% | +20.0% | -22.5% | -5.7% |
| 1Y | +5.6% | +44.5% | -38.9% | -0.5% |
| All | +5.6% | +35.5% | -30.0% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling