+569.7%
CIEN vs PSX
+155.7%
+414.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.1% |
| 7D | +27.4% | +6.4% | +20.9% | +25.7% |
| 30D | -26.6% | -10.2% | -16.4% | -25.1% |
| 3M | -32.0% | +17.2% | -49.1% | -34.3% |
| 6M | -49.1% | +51.8% | -100.8% | -53.6% |
| YTD | +25.7% | +108.0% | -82.3% | +2.8% |
| 1Y | +40.3% | +96.1% | -55.8% | +17.2% |
| All | +569.7% | +155.7% | +414.0% | +381.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling