+48.4%
ASML vs CIEN
+33.0%
+15.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | -2.9% | -9.3% | +6.5% | 0.0% |
| 30D | -15.2% | -39.5% | +24.3% | -1.6% |
| 3M | -12.9% | -29.8% | +16.9% | -4.8% |
| 6M | -5.0% | -50.4% | +45.3% | +13.3% |
| YTD | +41.8% | +16.3% | +25.5% | +32.1% |
| All | +48.4% | +33.0% | +15.3% | +33.2% |
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