-81.1%
PYPL vs CIEN
+514.2%
-595.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.3% | -9.6% | -4.3% |
| 7D | +1.7% | -5.3% | +7.0% | +2.4% |
| 30D | -9.7% | -17.2% | +7.5% | -7.3% |
| 3M | +29.2% | -26.9% | +56.1% | +34.1% |
| 6M | +13.9% | +16.0% | -2.1% | +2.6% |
| YTD | -8.1% | +45.9% | -54.0% | -23.7% |
| 1Y | -21.4% | +186.8% | -208.2% | -47.4% |
| 3Y | -11.8% | +607.8% | -619.6% | -60.7% |
| 5Y | -81.1% | +506.7% | -587.9% | -90.8% |
| All | -81.1% | +514.2% | -595.3% | -90.8% |
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