-70.2%
PYPL vs CIEN
+387.4%
-457.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.8% | -7.6% | -0.1% |
| 7D | -1.2% | +8.7% | -9.9% | -2.7% |
| 30D | +6.1% | -26.9% | +33.0% | +10.2% |
| 3M | +1.1% | -23.6% | +24.7% | +3.2% |
| 6M | +32.7% | -49.1% | +81.8% | +43.9% |
| YTD | +2.8% | +26.6% | -23.8% | -14.5% |
| 1Y | -10.8% | +42.7% | -53.5% | -29.0% |
| 3Y | +9.8% | +570.8% | -561.0% | -53.3% |
| 5Y | -70.2% | +386.4% | -456.7% | -85.4% |
| All | -70.2% | +387.4% | -457.6% | -85.4% |
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