-16.6%
SLB vs CIEN
+1,252.1%
-1,268.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.7% | -9.7% | -1.0% |
| 7D | -3.7% | -5.3% | +1.6% | -3.1% |
| 30D | +2.9% | -40.1% | +43.0% | +11.9% |
| 3M | +0.2% | -34.7% | +34.9% | +6.0% |
| 6M | -4.4% | -50.9% | +46.4% | +5.4% |
| YTD | +33.4% | +15.2% | +18.3% | +19.8% |
| 1Y | +40.8% | +35.2% | +5.6% | +20.9% |
| 3Y | +3.2% | +522.6% | -519.4% | -43.0% |
| 5Y | +64.8% | +344.2% | -279.4% | -4.5% |
| 10Y | -16.6% | +1,188.7% | -1,205.2% | -60.9% |
| All | -16.6% | +1,252.1% | -1,268.6% | -60.9% |
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