+2,573.5%
SCHW vs CIEN
+192.6%
+2,380.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -1.6% | -4.6% | +3.0% | -0.8% |
| 30D | -1.1% | -12.8% | +11.8% | +1.1% |
| 3M | +20.4% | -23.1% | +43.4% | +24.8% |
| 6M | +13.6% | +6.1% | +7.5% | +6.6% |
| YTD | +7.7% | +44.5% | -36.8% | -7.3% |
| 1Y | +15.2% | +176.6% | -161.4% | -15.7% |
| 3Y | +87.1% | +601.0% | -513.8% | +4.8% |
| 5Y | +57.5% | +509.1% | -451.6% | -11.3% |
| 10Y | +295.1% | +1,460.5% | -1,165.4% | +69.8% |
| All | +2,573.5% | +192.6% | +2,380.8% | +779.4% |
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 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