-59.4%
NKE vs CIEN
+593.4%
-652.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.9% |
| 7D | -5.5% | +5.4% | -10.9% | -5.6% |
| 30D | -10.4% | -13.7% | +3.2% | -10.3% |
| 3M | -15.8% | -23.0% | +7.2% | -15.6% |
| 6M | -33.4% | -0.8% | -32.6% | -35.4% |
| YTD | -41.0% | +43.1% | -84.1% | -45.3% |
| 1Y | -49.1% | +157.6% | -206.7% | -57.2% |
| All | -59.4% | +593.4% | -652.8% | -71.8% |
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