+1,582.8%
ASML vs CIEN
+1,306.4%
+276.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.8% | -7.0% | -1.5% |
| 7D | +2.5% | +8.7% | -6.2% | -0.9% |
| 30D | -12.2% | -26.9% | +14.7% | -2.4% |
| 3M | -14.6% | -23.6% | +9.0% | -8.4% |
| 6M | -1.7% | -49.1% | +47.3% | +20.6% |
| YTD | +44.3% | +26.6% | +17.7% | +21.3% |
| 1Y | +51.0% | +42.7% | +8.3% | +20.0% |
| 3Y | +137.6% | +570.8% | -433.3% | -5.5% |
| 5Y | +92.7% | +386.4% | -293.7% | -15.1% |
| 10Y | +1,582.8% | +1,261.7% | +321.1% | +446.5% |
| All | +1,582.8% | +1,306.4% | +276.4% | +446.5% |
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