+42.7%
ORCL vs CIEN
+356.6%
-314.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | 0.0% |
| 7D | +8.0% | +15.3% | -7.3% | +3.4% |
| 30D | -4.0% | -22.0% | +18.0% | +2.7% |
| 3M | -19.5% | -36.6% | +17.2% | -9.5% |
| 6M | -33.5% | -51.5% | +18.0% | -21.0% |
| YTD | -34.8% | +20.0% | -54.8% | -44.1% |
| 1Y | -41.6% | +44.5% | -86.1% | -53.5% |
| 3Y | +13.8% | +539.0% | -525.3% | -45.3% |
| All | +42.7% | +356.6% | -314.0% | -25.7% |
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