+294.9%
SCHW vs CIEN
+1,531.8%
-1,236.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | -0.9% |
| 7D | -1.9% | +8.9% | -10.8% | -3.5% |
| 30D | -1.6% | -19.1% | +17.5% | +1.7% |
| 3M | +21.3% | -21.5% | +42.8% | +24.6% |
| 6M | +16.5% | +2.8% | +13.7% | +9.8% |
| YTD | +8.4% | +49.5% | -41.0% | -7.9% |
| 1Y | +15.6% | +163.8% | -148.2% | -15.6% |
| 3Y | +86.8% | +615.8% | -529.0% | -2.1% |
| 5Y | +60.5% | +548.4% | -487.9% | -16.4% |
| All | +294.9% | +1,531.8% | -1,236.9% | +52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling