+91.9%
MO vs CIEN
+600.5%
-508.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.5% |
| 7D | -2.4% | -4.6% | +2.2% | -2.6% |
| 30D | +3.6% | -12.8% | +16.4% | +2.9% |
| 3M | -3.7% | -23.1% | +19.4% | -4.3% |
| 6M | +4.5% | +6.1% | -1.6% | +5.7% |
| YTD | +21.5% | +44.5% | -23.0% | +25.0% |
| 1Y | +9.5% | +176.6% | -167.1% | +16.5% |
| All | +91.9% | +600.5% | -508.6% | +100.8% |
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