-4.8%
SLB vs CIEN
+1,400.2%
-1,404.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.3% | -7.0% | -1.9% |
| 7D | +0.4% | -5.3% | +5.7% | +1.3% |
| 30D | +13.6% | -17.2% | +30.8% | +16.9% |
| 3M | +1.5% | -26.9% | +28.4% | +6.1% |
| 6M | +23.0% | +16.0% | +7.0% | +14.7% |
| YTD | +51.2% | +45.9% | +5.3% | +32.1% |
| 1Y | +63.5% | +186.8% | -123.3% | +20.5% |
| 3Y | +2.5% | +607.8% | -605.3% | -43.4% |
| 5Y | +139.2% | +506.7% | -367.5% | +31.3% |
| 10Y | -4.8% | +1,438.7% | -1,443.5% | -57.6% |
| All | -4.8% | +1,400.2% | -1,404.9% | -57.6% |
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