+20,415.5%
SOXL vs CIEN
+2,119.1%
+18,296.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.3% | -1.2% | -1.5% |
| 7D | +16.4% | -5.3% | +21.7% | +21.7% |
| 30D | -12.1% | -17.2% | +5.1% | +6.2% |
| 3M | -41.7% | -26.9% | -14.8% | -11.7% |
| 6M | +157.4% | +16.0% | +141.4% | +151.0% |
| YTD | +193.3% | +45.9% | +147.4% | +120.5% |
| 1Y | +355.3% | +186.8% | +168.5% | +76.3% |
| 3Y | +484.2% | +607.8% | -123.6% | -1.8% |
| 5Y | +182.7% | +506.7% | -324.1% | -34.7% |
| 10Y | +4,692.2% | +1,438.7% | +3,253.5% | +487.8% |
| All | +20,415.5% | +2,119.1% | +18,296.4% | +1,434.5% |
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