+2,770.9%
AVGO vs CIEN
+1,531.8%
+1,239.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.2% | -1.6% |
| 7D | +1.1% | +8.9% | -7.7% | -2.5% |
| 30D | -13.0% | -19.1% | +6.1% | -5.6% |
| 3M | -6.0% | -21.5% | +15.5% | +1.5% |
| 6M | +6.4% | +2.8% | +3.5% | -0.1% |
| YTD | +5.0% | +49.5% | -44.5% | -18.9% |
| 1Y | +1.4% | +163.8% | -162.4% | -39.6% |
| 3Y | +336.8% | +615.8% | -279.0% | +63.8% |
| 5Y | +698.2% | +548.4% | +149.8% | +203.2% |
| All | +2,770.9% | +1,531.8% | +1,239.1% | +724.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling