+147.9%
CIEN vs VSAT
+1,369.7%
-1,221.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.0% | -3.9% | -0.6% |
| 7D | -15.2% | +11.8% | -27.0% | -18.5% |
| 30D | -21.5% | -7.0% | -14.4% | -19.8% |
| 3M | -40.1% | +3.3% | -43.3% | -42.4% |
| 6M | -6.6% | +57.4% | -64.0% | -22.8% |
| YTD | +37.3% | +118.6% | -81.3% | +0.2% |
| 1Y | +174.5% | +150.2% | +24.3% | +88.9% |
| 3Y | +562.3% | +160.7% | +401.6% | +241.7% |
| 5Y | +463.9% | +51.2% | +412.8% | +207.6% |
| 10Y | +1,302.4% | -0.7% | +1,303.0% | +698.3% |
| All | +147.9% | +1,369.7% | -1,221.8% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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