+96.8%
META vs CIEN
+538.9%
-442.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.6% | +7.5% | +3.5% |
| 7D | +5.2% | +15.3% | -10.1% | +2.9% |
| 30D | -13.0% | -22.0% | +9.0% | -10.6% |
| 3M | +7.9% | -36.6% | +44.6% | +13.3% |
| 6M | +4.2% | -51.5% | +55.7% | +13.2% |
| YTD | -2.5% | +20.0% | -22.5% | -14.5% |
| 1Y | +5.6% | +44.5% | -38.9% | -12.2% |
| 3Y | +96.8% | +539.0% | -442.2% | +9.1% |
| All | +96.8% | +538.9% | -442.1% | +9.1% |
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