+31,416.6%
AVGO vs CIEN
+2,667.2%
+28,749.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -3.0% | -15.2% | +12.2% | +2.7% |
| 30D | -14.4% | -21.5% | +7.0% | -7.5% |
| 3M | -14.4% | -40.1% | +25.6% | +0.9% |
| 6M | +13.1% | -6.6% | +19.7% | +10.8% |
| YTD | +3.8% | +37.3% | -33.5% | -12.8% |
| 1Y | +17.8% | +174.5% | -156.8% | -23.4% |
| 3Y | +325.3% | +562.3% | -237.0% | +99.2% |
| 5Y | +689.9% | +463.9% | +226.0% | +282.1% |
| 10Y | +2,597.0% | +1,302.4% | +1,294.6% | +844.6% |
| All | +31,416.6% | +2,667.2% | +28,749.4% | +7,723.4% |
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