+1,497.9%
META vs CIEN
+1,847.8%
-349.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -15.2% | +11.3% | -0.8% |
| 7D | -3.1% | -34.0% | +30.8% | +4.9% |
| 30D | -18.1% | -48.0% | +29.9% | -7.4% |
| 3M | +2.9% | -43.5% | +46.4% | +13.0% |
| 6M | +0.2% | -57.6% | +57.8% | +14.8% |
| YTD | -8.1% | -1.3% | -6.8% | -16.0% |
| 1Y | -4.5% | +17.9% | -22.4% | -17.1% |
| 3Y | +94.2% | +425.8% | -331.6% | +11.2% |
| 5Y | +79.1% | +281.5% | -202.4% | +9.1% |
| 10Y | +405.9% | +1,099.0% | -693.1% | +143.1% |
| All | +1,497.9% | +1,847.8% | -349.9% | +581.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling