+24,536.6%
ASML vs CIEN
+99.8%
+24,436.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -15.2% | +5.9% | -4.7% |
| 7D | -19.0% | -34.0% | +14.9% | -8.5% |
| 30D | -25.9% | -48.0% | +22.0% | -10.5% |
| 3M | -19.1% | -43.5% | +24.5% | -5.8% |
| 6M | -5.7% | -57.6% | +51.9% | +18.2% |
| YTD | +27.6% | -1.3% | +28.9% | +21.2% |
| 1Y | +30.8% | +17.9% | +12.9% | +17.0% |
| 3Y | +116.2% | +425.8% | -309.5% | +18.0% |
| 5Y | +67.7% | +281.5% | -213.8% | -0.5% |
| 10Y | +1,355.3% | +1,099.0% | +256.3% | +482.5% |
| All | +24,536.6% | +99.8% | +24,436.8% | +6,942.4% |
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