-39.7%
ORCL vs CIEN
-56.8%
+17.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.6% | -0.8% |
| 7D | -11.2% | -24.1% | +13.0% | -3.8% |
| 30D | -18.8% | -45.5% | +26.7% | -4.9% |
| 3M | -18.8% | -39.7% | +20.9% | -7.3% |
| 6M | -39.7% | -57.8% | +18.1% | -30.0% |
| All | -39.7% | -56.8% | +17.0% | -30.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling