+6.1%
CMCSA vs CIEN
+1,531.8%
-1,525.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.4% | -0.4% |
| 7D | -4.9% | +8.9% | -13.8% | -5.8% |
| 30D | -1.1% | -19.1% | +18.0% | +1.1% |
| 3M | +6.6% | -21.5% | +28.1% | +8.5% |
| 6M | -15.5% | +2.8% | -18.3% | -18.4% |
| YTD | -6.7% | +49.5% | -56.1% | -15.9% |
| 1Y | -15.6% | +163.8% | -179.4% | -31.7% |
| 3Y | -33.7% | +615.8% | -649.5% | -58.1% |
| 5Y | -46.6% | +548.4% | -595.0% | -66.6% |
| All | +6.1% | +1,531.8% | -1,525.8% | -44.6% |
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