+324.2%
CSCO vs CIEN
+1,190.2%
-866.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | -4.7% | -9.3% | +4.6% | -2.6% |
| 30D | -17.1% | -39.5% | +22.4% | -6.8% |
| 3M | -19.6% | -29.8% | +10.2% | -13.9% |
| 6M | +2.4% | -50.4% | +52.8% | +18.0% |
| YTD | +29.8% | +16.3% | +13.4% | +15.3% |
| 1Y | +38.7% | +30.4% | +8.3% | +18.2% |
| 3Y | +101.3% | +516.6% | -415.3% | +0.2% |
| 5Y | +94.8% | +349.8% | -254.9% | +3.8% |
| 10Y | +324.2% | +1,184.7% | -860.5% | +65.1% |
| All | +324.2% | +1,190.2% | -866.0% | +65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling