+157.6%
CIEN vs NSC
+20.8%
+136.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +5.4% | -1.4% | +6.8% | +5.6% |
| 30D | -13.7% | -3.4% | -10.3% | -13.2% |
| 3M | -23.0% | +5.1% | -28.1% | -23.1% |
| 6M | -0.8% | +9.2% | -10.0% | -1.0% |
| YTD | +43.1% | +13.4% | +29.6% | +49.3% |
| 1Y | +157.6% | +20.8% | +136.8% | +169.7% |
| All | +157.6% | +20.8% | +136.9% | +169.7% |
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