+51.4%
PYPL vs CIEN
+1,242.0%
-1,190.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.3% |
| 7D | +2.7% | -15.2% | +17.9% | +6.2% |
| 30D | -4.9% | -21.5% | +16.6% | -0.4% |
| 3M | +28.9% | -40.1% | +68.9% | +41.5% |
| 6M | +18.2% | -6.6% | +24.8% | +11.8% |
| YTD | -5.0% | +37.3% | -42.3% | -20.7% |
| 1Y | -18.8% | +174.5% | -193.4% | -45.5% |
| 3Y | -12.6% | +562.3% | -574.8% | -58.3% |
| 5Y | -80.8% | +463.9% | -544.7% | -90.6% |
| 10Y | +49.9% | +1,302.4% | -1,252.4% | -43.7% |
| All | +51.4% | +1,242.0% | -1,190.6% | -44.3% |
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