+107.3%
META vs CIEN
+566.4%
-459.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | +6.7% | -15.2% | +21.9% | +9.1% |
| 30D | +4.8% | -21.5% | +26.2% | +8.0% |
| 3M | -1.6% | -40.1% | +38.4% | +5.7% |
| 6M | -7.5% | -6.6% | -0.9% | -11.3% |
| YTD | -6.4% | +37.3% | -43.7% | -18.7% |
| 1Y | -17.3% | +174.5% | -191.9% | -41.1% |
| All | +107.3% | +566.4% | -459.1% | +7.2% |
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