-30.5%
CIEN vs TXT
-4.3%
-26.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.2% | +8.4% | +10.6% |
| 7D | -5.3% | -3.5% | -1.8% | -5.8% |
| 30D | -40.1% | +15.2% | -55.3% | -40.7% |
| All | -30.5% | -4.3% | -26.2% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 3mo: compounded portfolio wealth divided by compounded TXT 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…
3mo analysis · Full analysis span regression · Available span rolling