+3,202.2%
ORCL vs CIEN
+110.7%
+3,091.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.6% | -0.5% |
| 7D | -11.2% | -24.1% | +13.0% | -5.3% |
| 30D | -18.8% | -45.5% | +26.7% | -6.5% |
| 3M | -18.8% | -39.7% | +20.9% | -9.5% |
| 6M | -39.7% | -57.8% | +18.1% | -28.0% |
| YTD | -39.6% | +4.1% | -43.7% | -43.4% |
| 1Y | -51.7% | +20.8% | -72.6% | -56.6% |
| 3Y | +10.2% | +463.1% | -452.9% | -32.7% |
| 5Y | +30.8% | +302.3% | -271.5% | -16.0% |
| 10Y | +252.1% | +1,164.4% | -912.3% | +62.8% |
| All | +3,202.2% | +110.7% | +3,091.5% | +1,253.2% |
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