+1,431.9%
CIEN vs UNP
+287.3%
+1,144.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | +5.4% | -1.2% | +6.6% | +6.0% |
| 30D | -13.7% | -2.0% | -11.7% | -12.8% |
| 3M | -23.0% | +7.5% | -30.5% | -26.0% |
| 6M | -0.8% | +15.3% | -16.2% | -8.4% |
| YTD | +43.1% | +25.4% | +17.6% | +26.1% |
| 1Y | +157.6% | +35.6% | +122.0% | +117.3% |
| 3Y | +593.8% | +44.1% | +549.7% | +463.4% |
| 5Y | +520.6% | +54.0% | +466.6% | +375.8% |
| All | +1,431.9% | +287.3% | +1,144.6% | +584.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 10y: compounded portfolio wealth divided by compounded UNP 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…
10y analysis · Full analysis span regression · 6 months rolling