+1,206.6%
CIEN vs UNP
+288.6%
+918.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | +27.4% | +2.1% | +25.3% | +26.2% |
| 30D | -26.6% | +7.7% | -34.3% | -29.3% |
| 3M | -32.0% | +4.0% | -36.0% | -33.5% |
| 6M | -49.1% | +15.7% | -64.7% | -53.2% |
| YTD | +25.7% | +33.5% | -7.8% | +7.1% |
| 1Y | +40.3% | +38.9% | +1.4% | +16.9% |
| 3Y | +566.2% | +53.7% | +512.5% | +422.7% |
| 5Y | +378.7% | +40.4% | +338.3% | +285.5% |
| All | +1,206.6% | +288.6% | +918.1% | +554.1% |
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