-51.5%
CIEN vs NSC
+5.8%
-57.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -4.4% |
| 7D | +15.3% | +2.5% | +12.8% | +15.2% |
| 30D | -22.0% | +1.7% | -23.7% | -21.2% |
| 3M | -36.6% | -2.6% | -34.1% | -35.8% |
| 6M | -51.5% | +6.4% | -57.9% | -50.4% |
| All | -51.5% | +5.8% | -57.3% | -50.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling