-40.8%
CMCSA vs CIEN
+387.4%
-428.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.8% | -7.7% | +0.8% |
| 7D | +0.7% | +8.7% | -8.1% | +0.4% |
| 30D | +21.0% | -26.9% | +47.9% | +22.2% |
| 3M | -0.9% | -23.6% | +22.7% | -0.6% |
| 6M | +2.9% | -49.1% | +52.0% | +5.8% |
| YTD | -5.9% | +26.6% | -32.5% | -11.5% |
| 1Y | +2.5% | +42.7% | -40.3% | -5.3% |
| 3Y | -28.3% | +570.8% | -599.1% | -50.3% |
| 5Y | -40.8% | +386.4% | -427.2% | -57.7% |
| All | -40.8% | +387.4% | -428.2% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling