+82.2%
UBER vs CIEN
+816.4%
-734.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | -3.9% | -15.2% | +11.3% | +0.1% |
| 30D | +11.1% | -21.5% | +32.6% | +17.1% |
| 3M | +4.9% | -40.1% | +45.0% | +17.3% |
| 6M | -1.2% | -6.6% | +5.4% | -7.3% |
| YTD | -7.3% | +37.3% | -44.5% | -24.8% |
| 1Y | -17.6% | +174.5% | -192.2% | -48.6% |
| 3Y | +61.1% | +562.3% | -501.2% | -35.9% |
| 5Y | +87.9% | +463.9% | -376.1% | -22.2% |
| All | +82.2% | +816.4% | -734.1% | -39.5% |
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