+44.5%
CIEN vs PSX
+97.2%
-52.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.3% | -4.5% |
| 7D | +15.3% | +7.8% | +7.5% | +15.9% |
| 30D | -22.0% | -10.9% | -11.1% | -24.4% |
| 3M | -36.6% | +14.5% | -51.1% | -34.6% |
| 6M | -51.5% | +56.1% | -107.6% | -44.8% |
| YTD | +20.0% | +109.6% | -89.6% | +56.6% |
| 1Y | +44.5% | +95.5% | -51.1% | +93.5% |
| All | +44.5% | +97.2% | -52.7% | +93.5% |
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 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