+2,413.6%
AXP vs CIEN
+177.9%
+2,235.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | -2.1% | -15.2% | +13.1% | +0.5% |
| 30D | -6.5% | -21.5% | +14.9% | -3.2% |
| 3M | +4.6% | -40.1% | +44.7% | +12.4% |
| 6M | +5.4% | -6.6% | +12.0% | +3.0% |
| YTD | -11.1% | +37.3% | -48.4% | -19.5% |
| 1Y | -0.3% | +174.5% | -174.8% | -20.6% |
| 3Y | +111.6% | +562.3% | -450.7% | +40.9% |
| 5Y | +117.6% | +463.9% | -346.4% | +46.6% |
| 10Y | +474.1% | +1,302.4% | -828.2% | +223.6% |
| All | +2,413.6% | +177.9% | +2,235.6% | +1,076.1% |
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 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