+11.9%
COST vs CIEN
+49.1%
-37.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -9.3% | +11.9% | +2.0% |
| 7D | +6.6% | -25.0% | +31.7% | +4.9% |
| 30D | +13.5% | -30.1% | +43.6% | +11.4% |
| 3M | +10.6% | -33.8% | +44.4% | +8.5% |
| 6M | +3.6% | -49.4% | +53.1% | +1.2% |
| YTD | +22.1% | +16.4% | +5.7% | +23.4% |
| 1Y | +11.9% | +48.9% | -37.0% | +15.5% |
| All | +11.9% | +49.1% | -37.3% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling