+67.7%
ASML vs CIEN
+276.2%
-208.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -15.2% | +5.9% | -3.5% |
| 7D | -19.0% | -34.0% | +14.9% | -5.6% |
| 30D | -25.9% | -48.0% | +22.0% | -6.1% |
| 3M | -19.1% | -43.5% | +24.5% | -2.2% |
| 6M | -5.7% | -57.6% | +51.9% | +24.9% |
| YTD | +27.6% | -1.3% | +28.9% | +16.3% |
| 1Y | +30.8% | +17.9% | +12.9% | +9.4% |
| 3Y | +116.2% | +425.8% | -309.5% | -18.3% |
| 5Y | +67.7% | +281.5% | -213.8% | -25.8% |
| All | +67.7% | +276.2% | -208.6% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling