+39.3%
ASML vs CIEN
+22.1%
+17.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.5% | -0.4% | +3.2% |
| 7D | -9.0% | -24.1% | +15.1% | -0.9% |
| 30D | -21.0% | -45.5% | +24.5% | -5.0% |
| 3M | -16.3% | -39.7% | +23.4% | -3.7% |
| 6M | -7.5% | -57.8% | +50.3% | +16.5% |
| YTD | +34.0% | +4.1% | +29.9% | +29.1% |
| 1Y | +39.3% | +20.8% | +18.5% | +27.8% |
| All | +39.3% | +22.1% | +17.2% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling