+136.5%
WMT vs CIEN
+538.9%
-402.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.1% | +1.6% |
| 7D | +2.0% | +15.3% | -13.2% | +1.8% |
| 30D | +10.3% | -22.0% | +32.3% | +10.7% |
| 3M | +11.0% | -36.6% | +47.6% | +12.0% |
| 6M | -2.3% | -51.5% | +49.1% | -0.2% |
| YTD | +15.7% | +20.0% | -4.3% | +9.9% |
| 1Y | +26.0% | +44.5% | -18.5% | +17.7% |
| 3Y | +136.5% | +539.0% | -402.5% | +69.7% |
| All | +136.5% | +538.9% | -402.4% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling