+31,001.0%
ASML vs CIEN
+177.9%
+30,823.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.8% |
| 7D | +1.1% | -15.2% | +16.3% | +6.1% |
| 30D | +2.2% | -21.5% | +23.7% | +9.2% |
| 3M | -2.3% | -40.1% | +37.8% | +12.7% |
| 6M | +23.0% | -6.6% | +29.5% | +21.6% |
| YTD | +61.1% | +37.3% | +23.8% | +40.5% |
| 1Y | +129.1% | +174.5% | -45.4% | +60.7% |
| 3Y | +165.4% | +562.3% | -396.9% | +36.9% |
| 5Y | +109.5% | +463.9% | -354.5% | +11.9% |
| 10Y | +1,645.7% | +1,302.4% | +343.4% | +573.3% |
| All | +31,001.0% | +177.9% | +30,823.1% | +8,059.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling