+540.3%
NKE vs CIEN
+192.6%
+347.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -2.3% | -4.6% | +2.2% | -2.0% |
| 30D | -10.4% | -12.8% | +2.5% | -9.6% |
| 3M | -15.5% | -23.1% | +7.6% | -14.3% |
| 6M | -32.6% | +6.1% | -38.7% | -34.5% |
| YTD | -39.8% | +44.5% | -84.4% | -43.6% |
| 1Y | -47.6% | +176.6% | -224.2% | -54.2% |
| 3Y | -59.0% | +601.0% | -660.0% | -67.9% |
| 5Y | -74.9% | +509.1% | -584.1% | -80.2% |
| 10Y | -21.9% | +1,460.5% | -1,482.4% | -44.1% |
| All | +540.3% | +192.6% | +347.7% | +312.6% |
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 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