-74.7%
NKE vs CIEN
+544.2%
-618.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.5% | -4.0% | 0.0% |
| 7D | -4.2% | +8.9% | -13.1% | -5.0% |
| 30D | -8.2% | -19.1% | +10.9% | -6.4% |
| 3M | -19.1% | -21.5% | +2.4% | -17.9% |
| 6M | -32.6% | +2.8% | -35.5% | -36.2% |
| YTD | -40.7% | +49.5% | -90.2% | -48.6% |
| 1Y | -48.9% | +163.8% | -212.7% | -61.8% |
| 3Y | -59.2% | +615.8% | -675.1% | -78.5% |
| All | -74.7% | +544.2% | -618.9% | -86.1% |
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