+104.7%
COST vs CIEN
+502.7%
-398.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -2.5% | +5.4% | -7.9% | -2.9% |
| 30D | -4.4% | -13.7% | +9.2% | -3.7% |
| 3M | -8.1% | -23.0% | +14.9% | -6.9% |
| 6M | -9.2% | -0.8% | -8.4% | -11.8% |
| YTD | +5.1% | +43.1% | -37.9% | -2.9% |
| 1Y | -5.1% | +157.6% | -162.7% | -20.0% |
| 3Y | +70.4% | +593.8% | -523.5% | +14.3% |
| 5Y | +104.7% | +520.6% | -415.9% | +39.5% |
| All | +104.7% | +502.7% | -398.0% | +39.5% |
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 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