+97.6%
META vs CIEN
+348.8%
-251.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | +3.3% | -9.3% | +12.6% | +5.0% |
| 30D | -10.8% | -39.5% | +28.7% | -1.9% |
| 3M | +7.9% | -29.8% | +37.7% | +13.4% |
| 6M | +5.4% | -50.4% | +55.7% | +17.9% |
| YTD | -2.6% | +16.3% | -18.9% | -18.0% |
| 1Y | +1.9% | +30.4% | -28.5% | -18.3% |
| 3Y | +97.0% | +516.6% | -419.6% | -19.2% |
| 5Y | +97.6% | +349.8% | -252.1% | -2.3% |
| All | +97.6% | +348.8% | -251.2% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling