+120.2%
AXP vs CIEN
+516.0%
-395.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.7% | -9.6% | -0.1% |
| 7D | -1.1% | -5.3% | +4.2% | -0.8% |
| 30D | +5.2% | -40.1% | +45.4% | +10.5% |
| 3M | -4.6% | -34.7% | +30.1% | -1.4% |
| 6M | +3.2% | -50.9% | +54.1% | +9.3% |
| YTD | -11.3% | +15.2% | -26.5% | -21.7% |
| 1Y | -11.0% | +35.2% | -46.2% | -24.7% |
| 3Y | +120.2% | +522.6% | -402.4% | +21.2% |
| All | +120.2% | +516.0% | -395.9% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling