+607.8%
CIEN vs UNP
+46.5%
+561.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.5% |
| 7D | -5.3% | -0.7% | -4.5% | -5.0% |
| 30D | -17.2% | -1.1% | -16.1% | -16.7% |
| 3M | -26.9% | +7.9% | -34.7% | -29.4% |
| 6M | +16.0% | +14.6% | +1.4% | +8.1% |
| YTD | +45.9% | +26.6% | +19.3% | +29.5% |
| 1Y | +186.8% | +35.6% | +151.2% | +143.1% |
| 3Y | +607.8% | +45.5% | +562.3% | +451.4% |
| All | +607.8% | +46.5% | +561.3% | +451.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling