+62.5%
SLB vs CIEN
+301.0%
-238.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | 0.0% |
| 7D | -7.1% | -24.1% | +17.0% | -4.5% |
| 30D | +4.1% | -45.5% | +49.6% | +10.6% |
| 3M | -2.6% | -39.7% | +37.1% | +1.6% |
| 6M | -8.6% | -57.8% | +49.2% | -1.0% |
| YTD | +32.2% | +4.1% | +28.1% | +25.8% |
| 1Y | +40.7% | +20.8% | +19.8% | +30.4% |
| 3Y | -4.5% | +463.1% | -467.7% | -33.3% |
| All | +62.5% | +301.0% | -238.4% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling