-14.4%
SLB vs CIEN
+1,220.1%
-1,234.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +2.6% | +27.4% | -24.8% | -2.1% |
| 30D | +4.4% | -26.6% | +31.0% | +9.4% |
| 3M | -2.7% | -32.0% | +29.2% | +2.4% |
| 6M | -7.5% | -49.1% | +41.5% | +1.4% |
| YTD | +34.8% | +25.7% | +9.1% | +19.1% |
| 1Y | +44.6% | +40.3% | +4.3% | +23.6% |
| 3Y | +3.2% | +566.2% | -563.0% | -43.7% |
| 5Y | +73.6% | +378.7% | -305.2% | -0.8% |
| All | -14.4% | +1,220.1% | -1,234.5% | -60.8% |
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