+99.2%
WMT vs CIEN
+593.4%
-494.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | -2.5% | +5.4% | -7.9% | -2.7% |
| 30D | -6.4% | -13.7% | +7.2% | -6.0% |
| 3M | -12.1% | -23.0% | +10.9% | -11.4% |
| 6M | -15.0% | -0.8% | -14.1% | -16.7% |
| YTD | -4.5% | +43.1% | -47.5% | -9.2% |
| 1Y | +6.2% | +157.6% | -151.4% | -4.8% |
| All | +99.2% | +593.4% | -494.2% | +50.2% |
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 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