+59.6%
SCHW vs CIEN
+516.6%
-457.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +0.9% |
| 7D | -2.8% | +5.4% | -8.1% | -3.4% |
| 30D | -0.1% | -13.7% | +13.6% | +1.2% |
| 3M | +20.6% | -23.0% | +43.6% | +22.9% |
| 6M | +15.9% | -0.8% | +16.8% | +11.2% |
| YTD | +8.5% | +43.1% | -34.6% | -3.4% |
| 1Y | +17.8% | +157.6% | -139.8% | -6.9% |
| 3Y | +88.5% | +593.8% | -505.3% | +13.4% |
| All | +59.6% | +516.6% | -457.0% | -1.4% |
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