+131.4%
WMT vs CIEN
+502.7%
-371.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -2.5% | +5.4% | -7.9% | -2.8% |
| 30D | -6.4% | -13.7% | +7.2% | -5.8% |
| 3M | -12.1% | -23.0% | +10.9% | -11.2% |
| 6M | -15.0% | -0.8% | -14.1% | -16.7% |
| YTD | -4.5% | +43.1% | -47.5% | -9.5% |
| 1Y | +6.2% | +157.6% | -151.4% | -5.3% |
| 3Y | +99.9% | +593.8% | -493.9% | +55.8% |
| 5Y | +131.4% | +520.6% | -389.1% | +80.0% |
| All | +131.4% | +502.7% | -371.3% | +80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling