+355.8%
CIEN vs NSC
+31.3%
+324.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -3.8% |
| 7D | +15.3% | +2.5% | +12.8% | +14.1% |
| 30D | -22.0% | +1.7% | -23.7% | -22.6% |
| 3M | -36.6% | -2.6% | -34.1% | -35.9% |
| 6M | -51.5% | +6.4% | -57.9% | -53.2% |
| YTD | +20.0% | +15.5% | +4.5% | +10.8% |
| 1Y | +44.5% | +17.6% | +26.9% | +32.0% |
| 3Y | +539.0% | +75.0% | +464.1% | +361.4% |
| All | +355.8% | +31.3% | +324.5% | +264.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling