+4,175.6%
WMT vs CIEN
+195.5%
+3,980.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.3% | -7.3% | -1.5% |
| 7D | +0.1% | -5.3% | +5.4% | +0.4% |
| 30D | -5.0% | -17.2% | +12.3% | -3.9% |
| 3M | -11.3% | -26.9% | +15.6% | -9.9% |
| 6M | -13.8% | +16.0% | -29.8% | -15.9% |
| YTD | -4.2% | +45.9% | -50.1% | -8.4% |
| 1Y | +4.6% | +186.8% | -182.2% | -5.2% |
| 3Y | +100.5% | +607.8% | -507.3% | +67.7% |
| 5Y | +129.7% | +506.7% | -377.1% | +92.3% |
| 10Y | +423.4% | +1,438.7% | -1,015.3% | +303.2% |
| All | +4,175.6% | +195.5% | +3,980.1% | +2,480.3% |
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