-5.7%
ASML vs CIEN
-58.3%
+52.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -15.2% | +5.9% | -3.8% |
| 7D | -19.0% | -34.0% | +14.9% | -6.7% |
| 30D | -25.9% | -48.0% | +22.0% | -8.3% |
| 3M | -19.1% | -43.5% | +24.5% | -3.6% |
| 6M | -5.7% | -57.6% | +51.9% | +19.2% |
| All | -5.7% | -58.3% | +52.6% | +19.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling