+48.9%
CIEN vs NSC
+24.4%
+24.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.9% | -10.2% | -9.2% |
| 7D | -25.0% | +1.8% | -26.8% | -25.0% |
| 30D | -30.1% | +8.8% | -39.0% | -30.4% |
| 3M | -33.8% | +1.2% | -35.0% | -33.4% |
| 6M | -49.4% | +11.3% | -60.8% | -49.4% |
| YTD | +16.4% | +20.7% | -4.3% | +24.0% |
| 1Y | +48.9% | +23.4% | +25.5% | +58.0% |
| All | +48.9% | +24.4% | +24.5% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling