+276.1%
SLB vs CIEN
+110.7%
+165.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | -0.1% |
| 7D | -7.1% | -24.1% | +17.0% | -4.0% |
| 30D | +4.1% | -45.5% | +49.6% | +11.9% |
| 3M | -2.6% | -39.7% | +37.1% | +2.5% |
| 6M | -8.6% | -57.8% | +49.2% | -0.1% |
| YTD | +32.2% | +4.1% | +28.1% | +26.4% |
| 1Y | +40.7% | +20.8% | +19.8% | +31.2% |
| 3Y | -4.5% | +463.1% | -467.7% | -29.5% |
| 5Y | +66.4% | +302.3% | -235.9% | +26.2% |
| 10Y | -15.1% | +1,164.4% | -1,179.5% | -45.3% |
| All | +276.1% | +110.7% | +165.4% | +96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling