-5.6%
COST vs CIEN
+166.8%
-172.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.2% | +0.5% |
| 7D | -1.2% | +8.9% | -10.1% | -0.7% |
| 30D | -4.7% | -19.1% | +14.4% | -5.7% |
| 3M | -7.1% | -21.5% | +14.4% | -7.8% |
| 6M | -8.5% | +2.8% | -11.4% | -8.2% |
| YTD | +5.4% | +49.5% | -44.1% | +8.5% |
| 1Y | -5.6% | +163.8% | -169.4% | +3.1% |
| All | -5.6% | +166.8% | -172.5% | +3.1% |
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