+1,146.8%
CIEN vs PSX
+368.0%
+778.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.3% | -4.8% |
| 7D | +15.3% | +7.8% | +7.5% | +13.1% |
| 30D | -22.0% | -10.9% | -11.1% | -19.5% |
| 3M | -36.6% | +14.5% | -51.1% | -39.0% |
| 6M | -51.5% | +56.1% | -107.6% | -57.3% |
| YTD | +20.0% | +109.6% | -89.6% | -4.1% |
| 1Y | +44.5% | +95.5% | -51.1% | +17.7% |
| 3Y | +539.0% | +156.2% | +382.9% | +372.9% |
| 5Y | +356.8% | +310.0% | +46.8% | +187.2% |
| All | +1,146.8% | +368.0% | +778.8% | +543.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling