+275.4%
ORCL vs CIEN
+1,220.1%
-944.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | +10.4% | +27.4% | -17.0% | +3.1% |
| 30D | -11.2% | -26.6% | +15.3% | -3.8% |
| 3M | -16.8% | -32.0% | +15.2% | -8.8% |
| 6M | -31.5% | -49.1% | +17.6% | -20.4% |
| YTD | -33.9% | +25.7% | -59.6% | -42.7% |
| 1Y | -43.3% | +40.3% | -83.6% | -52.7% |
| 3Y | +16.5% | +566.2% | -549.7% | -39.3% |
| 5Y | +45.4% | +378.7% | -333.3% | -20.0% |
| All | +275.4% | +1,220.1% | -944.7% | +63.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling