-5.4%
CIEN vs AXON
+61,473.8%
-61,479.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -18.2% | +23.6% | +9.0% |
| 7D | -24.1% | -26.8% | +2.7% | -19.7% |
| 30D | -45.5% | -22.9% | -22.6% | -42.9% |
| 3M | -39.7% | -40.1% | +0.4% | -34.3% |
| 6M | -57.8% | -18.9% | -38.9% | -57.6% |
| YTD | +4.1% | -44.9% | +49.0% | +11.4% |
| 1Y | +20.8% | -46.7% | +67.5% | +30.5% |
| 3Y | +463.1% | +44.3% | +418.8% | +384.0% |
| 5Y | +302.3% | +71.4% | +230.9% | +224.2% |
| 10Y | +1,164.4% | +1,324.0% | -159.7% | +512.1% |
| All | -5.4% | +61,473.8% | -61,479.2% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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