+81.9%
META vs CIEN
+301.0%
-219.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.6% | -0.3% |
| 7D | -0.8% | -24.1% | +23.3% | +4.6% |
| 30D | -15.4% | -45.5% | +30.1% | -5.0% |
| 3M | +3.5% | -39.7% | +43.2% | +12.4% |
| 6M | -0.3% | -57.8% | +57.5% | +15.7% |
| YTD | -7.3% | +4.1% | -11.4% | -20.1% |
| 1Y | -1.1% | +20.8% | -21.9% | -19.7% |
| 3Y | +95.1% | +463.1% | -368.1% | -18.8% |
| All | +81.9% | +301.0% | -219.1% | -10.6% |
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