+110.1%
CIEN vs UNP
+3,487.7%
-3,377.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.3% |
| 7D | -9.3% | -0.9% | -8.4% | -8.7% |
| 30D | -39.5% | +8.0% | -47.5% | -42.4% |
| 3M | -29.8% | +3.3% | -33.2% | -31.6% |
| 6M | -50.4% | +14.7% | -65.1% | -55.1% |
| YTD | +16.3% | +31.9% | -15.6% | -3.7% |
| 1Y | +30.4% | +37.1% | -6.8% | +5.3% |
| 3Y | +516.6% | +51.9% | +464.7% | +363.0% |
| 5Y | +349.8% | +39.3% | +310.4% | +246.7% |
| 10Y | +1,184.7% | +284.1% | +900.6% | +396.1% |
| All | +110.1% | +3,487.7% | -3,377.6% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling