+89.6%
AXP vs CIEN
+348.8%
-259.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | -0.6% | -9.3% | +8.7% | +0.5% |
| 30D | +5.0% | -39.5% | +44.5% | +12.4% |
| 3M | -4.2% | -29.8% | +25.6% | -0.9% |
| 6M | +2.9% | -50.4% | +53.3% | +11.4% |
| YTD | -11.6% | +16.3% | -27.9% | -23.5% |
| 1Y | -11.1% | +30.4% | -41.4% | -25.9% |
| 3Y | +116.7% | +516.6% | -399.9% | +8.2% |
| 5Y | +89.6% | +349.8% | -260.1% | +3.9% |
| All | +89.6% | +348.8% | -259.2% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling