+161.0%
CIEN vs ADSK
+2,762.6%
-2,601.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.7% | +0.4% |
| 7D | -4.6% | -14.5% | +10.0% | +3.1% |
| 30D | -12.8% | -19.3% | +6.5% | -3.4% |
| 3M | -23.1% | -7.8% | -15.3% | -22.9% |
| 6M | +6.1% | -20.8% | +26.9% | +12.1% |
| YTD | +44.5% | -30.2% | +74.7% | +61.6% |
| 1Y | +176.6% | -36.5% | +213.1% | +224.9% |
| 3Y | +601.0% | -5.7% | +606.7% | +562.6% |
| 5Y | +509.1% | -28.2% | +537.3% | +526.8% |
| 10Y | +1,460.5% | +209.1% | +1,251.4% | +525.3% |
| All | +161.0% | +2,762.6% | -2,601.6% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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