+448.7%
AXP vs CIEN
+1,137.4%
-688.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -2.3% |
| 7D | +0.6% | -24.1% | +24.7% | +5.7% |
| 30D | +5.8% | -45.5% | +51.3% | +18.5% |
| 3M | -6.0% | -39.7% | +33.7% | +1.6% |
| 6M | +0.3% | -57.8% | +58.1% | +15.2% |
| YTD | -12.3% | +4.1% | -16.3% | -23.4% |
| 1Y | -11.2% | +20.8% | -32.1% | -26.4% |
| 3Y | +117.0% | +463.1% | -346.1% | +6.3% |
| 5Y | +93.2% | +302.3% | -209.1% | +1.8% |
| All | +448.7% | +1,137.4% | -688.7% | +116.1% |
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 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