+62.8%
META vs CIEN
+465.8%
-403.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | +6.7% | -15.2% | +21.9% | +10.3% |
| 30D | +4.8% | -21.5% | +26.2% | +9.6% |
| 3M | -1.6% | -40.1% | +38.4% | +8.8% |
| 6M | -7.5% | -6.6% | -0.9% | -12.5% |
| YTD | -6.4% | +37.3% | -43.7% | -22.4% |
| 1Y | -17.3% | +174.5% | -191.9% | -46.8% |
| 3Y | +109.9% | +562.3% | -452.3% | -11.1% |
| All | +62.8% | +465.8% | -403.0% | -23.6% |
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