+3.2%
CMCSA vs CIEN
+1,220.1%
-1,216.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -0.6% | +27.4% | -28.0% | -2.9% |
| 30D | +18.8% | -26.6% | +45.3% | +21.6% |
| 3M | -1.1% | -32.0% | +30.8% | +1.5% |
| 6M | +2.5% | -49.1% | +51.6% | +8.0% |
| YTD | -6.7% | +25.7% | -32.4% | -15.5% |
| 1Y | 0.0% | +40.3% | -40.4% | -11.6% |
| 3Y | -28.9% | +566.2% | -595.1% | -55.8% |
| 5Y | -41.1% | +378.7% | -419.9% | -61.8% |
| All | +3.2% | +1,220.1% | -1,216.9% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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