+1.9%
META vs CIEN
+30.2%
-28.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +10.7% | -5.5% | +4.6% |
| 7D | +5.7% | -5.3% | +11.0% | +5.8% |
| 30D | -10.8% | -40.1% | +29.4% | -9.6% |
| 3M | +8.4% | -34.7% | +43.1% | +9.6% |
| 6M | +5.4% | -50.9% | +56.2% | +8.0% |
| YTD | -2.6% | +15.2% | -17.7% | -5.3% |
| All | +1.9% | +30.2% | -28.4% | -2.7% |
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 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