+1,431.9%
CIEN vs PSX
+384.6%
+1,047.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | +5.4% | +1.5% | +3.9% | +5.0% |
| 30D | -13.7% | +15.8% | -29.5% | -17.0% |
| 3M | -23.0% | +43.0% | -66.0% | -30.4% |
| 6M | -0.8% | +61.1% | -61.9% | -13.8% |
| YTD | +43.1% | +104.5% | -61.5% | +15.0% |
| 1Y | +157.6% | +102.5% | +55.1% | +107.3% |
| 3Y | +593.8% | +133.5% | +460.3% | +425.6% |
| 5Y | +520.6% | +367.0% | +153.6% | +271.5% |
| All | +1,431.9% | +384.6% | +1,047.2% | +658.5% |
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