-35.3%
CMCSA vs CIEN
+600.5%
-635.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.0% | -5.6% | -6.6% |
| 7D | -8.3% | -4.6% | -3.7% | -8.3% |
| 30D | -2.4% | -12.8% | +10.4% | -2.4% |
| 3M | +4.5% | -23.1% | +27.6% | +4.8% |
| 6M | -18.8% | +6.1% | -24.9% | -19.6% |
| YTD | -8.9% | +44.5% | -53.5% | -11.2% |
| 1Y | -18.3% | +176.6% | -194.9% | -24.6% |
| All | -35.3% | +600.5% | -635.8% | -50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling