+86.1%
AXP vs CIEN
+356.6%
-270.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.4% | +1.5% |
| 7D | -0.1% | +15.3% | -15.4% | -2.4% |
| 30D | +4.4% | -22.0% | +26.4% | +7.5% |
| 3M | -6.4% | -36.6% | +30.2% | -1.3% |
| 6M | +4.2% | -51.5% | +55.6% | +13.4% |
| YTD | -12.4% | +20.0% | -32.3% | -24.6% |
| 1Y | -11.1% | +44.5% | -55.6% | -27.7% |
| 3Y | +114.9% | +539.0% | -424.2% | +6.5% |
| All | +86.1% | +356.6% | -270.5% | +1.7% |
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