+1,294.8%
CMCSA vs CIEN
+177.9%
+1,116.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | -2.1% | -15.2% | +13.1% | -0.1% |
| 30D | +7.0% | -21.5% | +28.5% | +10.0% |
| 3M | +15.1% | -40.1% | +55.2% | +21.5% |
| 6M | -15.4% | -6.6% | -8.8% | -17.0% |
| YTD | -1.9% | +37.3% | -39.2% | -9.5% |
| 1Y | -12.7% | +174.5% | -187.3% | -27.5% |
| 3Y | -31.0% | +562.3% | -593.3% | -50.9% |
| 5Y | -46.1% | +463.9% | -510.0% | -61.4% |
| 10Y | +10.8% | +1,302.4% | -1,291.5% | -32.3% |
| All | +1,294.8% | +177.9% | +1,116.9% | +566.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling