+1,644.6%
ASML vs CIEN
+1,303.6%
+341.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.8% |
| 7D | +1.1% | -15.2% | +16.3% | +7.2% |
| 30D | +2.2% | -21.5% | +23.7% | +10.8% |
| 3M | -2.3% | -40.1% | +37.8% | +16.3% |
| 6M | +23.0% | -6.6% | +29.5% | +20.4% |
| YTD | +61.1% | +37.3% | +23.8% | +34.4% |
| 1Y | +129.1% | +174.5% | -45.4% | +44.2% |
| 3Y | +165.4% | +562.3% | -396.9% | +9.1% |
| 5Y | +109.5% | +463.9% | -354.5% | -10.4% |
| All | +1,644.6% | +1,303.6% | +341.0% | +476.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling