+25.9%
CSCO vs CIEN
+35.5%
-9.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.6% | -1.7% | -5.3% |
| 7D | +1.9% | +15.3% | -13.4% | -0.9% |
| 30D | -15.8% | -22.0% | +6.1% | -12.5% |
| 3M | -15.4% | -36.6% | +21.3% | -9.5% |
| 6M | -5.4% | -51.5% | +46.1% | +4.1% |
| YTD | +26.5% | +20.0% | +6.5% | +19.0% |
| 1Y | +25.9% | +44.5% | -18.6% | +15.2% |
| All | +25.9% | +35.5% | -9.6% | +15.2% |
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