+102.0%
META vs CIEN
+516.0%
-414.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +10.7% | -5.5% | +3.6% |
| 7D | +5.7% | -5.3% | +11.0% | +6.2% |
| 30D | -10.8% | -40.1% | +29.4% | -5.0% |
| 3M | +8.4% | -34.7% | +43.1% | +13.3% |
| 6M | +5.4% | -50.9% | +56.2% | +14.1% |
| YTD | -2.6% | +15.2% | -17.7% | -14.0% |
| 1Y | +3.5% | +35.2% | -31.7% | -12.9% |
| 3Y | +102.0% | +522.6% | -420.6% | +11.3% |
| All | +102.0% | +516.0% | -414.0% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling