+158.3%
CIEN vs TSCO
+16,408.2%
-16,249.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | +5.4% | -3.1% | +8.5% | +6.5% |
| 30D | -13.7% | -4.4% | -9.3% | -12.5% |
| 3M | -23.0% | +9.7% | -32.7% | -25.7% |
| 6M | -0.8% | -32.4% | +31.6% | +10.8% |
| YTD | +43.1% | -31.7% | +74.7% | +58.5% |
| 1Y | +157.6% | -41.3% | +198.9% | +199.1% |
| 3Y | +593.8% | -18.3% | +612.1% | +609.6% |
| 5Y | +520.6% | -10.3% | +530.8% | +501.8% |
| 10Y | +1,444.6% | +188.5% | +1,256.1% | +879.4% |
| All | +158.3% | +16,408.2% | -16,249.8% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 all: compounded portfolio wealth divided by compounded TSCO 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…
all analysis · Full analysis span regression · 6 months rolling