+7.0%
WMT vs CIEN
+179.1%
-172.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.2% |
| 7D | +3.9% | -15.2% | +19.1% | +3.5% |
| 30D | -4.4% | -21.5% | +17.1% | -4.9% |
| 3M | -8.8% | -40.1% | +31.3% | -9.1% |
| 6M | -15.6% | -6.6% | -9.1% | -16.3% |
| YTD | -3.2% | +37.3% | -40.5% | -2.2% |
| 1Y | +7.0% | +174.5% | -167.5% | +21.2% |
| All | +7.0% | +179.1% | -172.1% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling