+174.5%
CIEN vs PSX
+101.0%
+73.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.2% |
| 7D | -15.2% | +4.5% | -19.7% | -14.3% |
| 30D | -21.5% | +26.6% | -48.1% | -17.3% |
| 3M | -40.1% | +39.3% | -79.3% | -35.4% |
| 6M | -6.6% | +56.8% | -63.4% | +4.2% |
| YTD | +37.3% | +101.8% | -64.6% | +61.4% |
| 1Y | +174.5% | +99.6% | +74.9% | +224.7% |
| All | +174.5% | +101.0% | +73.5% | +224.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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