+4,399.5%
ORCL vs CIEN
+177.9%
+4,221.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.8% |
| 7D | +5.3% | -15.2% | +20.4% | +9.1% |
| 30D | +10.0% | -21.5% | +31.4% | +15.8% |
| 3M | -32.6% | -40.1% | +7.5% | -24.8% |
| 6M | +4.9% | -6.6% | +11.5% | +2.6% |
| YTD | -17.8% | +37.3% | -55.0% | -27.3% |
| 1Y | -28.0% | +174.5% | -202.5% | -46.4% |
| 3Y | +36.0% | +562.3% | -526.2% | -19.8% |
| 5Y | +88.7% | +463.9% | -375.2% | +12.4% |
| 10Y | +346.9% | +1,302.4% | -955.5% | +102.4% |
| All | +4,399.5% | +177.9% | +4,221.5% | +1,637.5% |
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