+1,431.9%
CIEN vs NSC
+336.2%
+1,095.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +5.4% | -1.4% | +6.8% | +6.1% |
| 30D | -13.7% | -3.4% | -10.3% | -12.2% |
| 3M | -23.0% | +5.1% | -28.1% | -25.1% |
| 6M | -0.8% | +9.2% | -10.0% | -5.5% |
| YTD | +43.1% | +13.4% | +29.6% | +33.3% |
| 1Y | +157.6% | +20.8% | +136.8% | +132.2% |
| 3Y | +593.8% | +76.1% | +517.7% | +407.4% |
| 5Y | +520.6% | +45.3% | +475.3% | +391.3% |
| All | +1,431.9% | +336.2% | +1,095.7% | +525.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling