+509.1%
CIEN vs PSX
+370.3%
+138.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -4.6% | +1.8% | -6.4% | -4.9% |
| 30D | -12.8% | +21.6% | -34.5% | -16.4% |
| 3M | -23.1% | +46.5% | -69.5% | -29.3% |
| 6M | +6.1% | +62.0% | -55.9% | -5.2% |
| YTD | +44.5% | +106.3% | -61.8% | +20.3% |
| 1Y | +176.6% | +103.0% | +73.7% | +130.9% |
| 3Y | +601.0% | +135.5% | +465.4% | +449.5% |
| 5Y | +509.1% | +368.5% | +140.6% | +294.6% |
| All | +509.1% | +370.3% | +138.8% | +294.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling