+46.2%
SLB vs CIEN
+49.1%
-2.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.3% | +8.2% | -0.7% |
| 7D | -4.1% | -25.0% | +21.0% | -2.9% |
| 30D | +2.5% | -30.1% | +32.7% | +4.0% |
| 3M | +2.0% | -33.8% | +35.8% | +3.4% |
| 6M | -6.3% | -49.4% | +43.1% | -3.9% |
| YTD | +36.5% | +16.4% | +20.1% | +43.2% |
| 1Y | +46.2% | +48.9% | -2.6% | +56.3% |
| All | +46.2% | +49.1% | -2.9% | +56.3% |
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 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