+1,146.8%
CIEN vs UNP
+286.3%
+860.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.3% |
| 7D | +15.3% | +4.2% | +11.0% | +13.2% |
| 30D | -22.0% | +5.6% | -27.6% | -24.1% |
| 3M | -36.6% | +2.0% | -38.7% | -37.5% |
| 6M | -51.5% | +15.4% | -66.9% | -55.3% |
| YTD | +20.0% | +32.7% | -12.8% | +2.5% |
| 1Y | +44.5% | +39.4% | +5.0% | +20.1% |
| 3Y | +539.0% | +54.3% | +484.7% | +400.3% |
| 5Y | +356.8% | +39.6% | +317.2% | +268.9% |
| All | +1,146.8% | +286.3% | +860.5% | +525.9% |
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