+13.4%
SCHW vs CIEN
+179.1%
-165.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.0% |
| 7D | -0.8% | -15.2% | +14.4% | -1.1% |
| 30D | +1.5% | -21.5% | +23.0% | +1.1% |
| 3M | +24.6% | -40.1% | +64.6% | +24.1% |
| 6M | +14.5% | -6.6% | +21.1% | +11.6% |
| YTD | +10.5% | +37.3% | -26.8% | +4.7% |
| 1Y | +13.4% | +174.5% | -161.2% | +10.9% |
| All | +13.4% | +179.1% | -165.8% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling