+147.9%
CIEN vs NSC
+2,038.3%
-1,890.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -15.2% | -5.5% | -9.7% | -12.6% |
| 30D | -21.5% | -3.2% | -18.3% | -20.1% |
| 3M | -40.1% | +7.7% | -47.7% | -42.6% |
| 6M | -6.6% | +4.5% | -11.1% | -9.2% |
| YTD | +37.3% | +15.6% | +21.7% | +26.0% |
| 1Y | +174.5% | +19.8% | +154.7% | +146.7% |
| 3Y | +562.3% | +70.1% | +492.2% | +386.1% |
| 5Y | +463.9% | +46.1% | +417.8% | +340.8% |
| 10Y | +1,302.4% | +328.1% | +974.3% | +484.8% |
| All | +147.9% | +2,038.3% | -1,890.4% | -53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling