+65.9%
CSCO vs CIEN
+184.0%
-118.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | 0.0% | -4.6% | +4.5% | +0.6% |
| 30D | -10.7% | -12.8% | +2.1% | -9.2% |
| 3M | -8.7% | -23.1% | +14.3% | -5.8% |
| 6M | +44.9% | +6.1% | +38.8% | +41.7% |
| YTD | +44.1% | +44.5% | -0.4% | +35.7% |
| 1Y | +65.9% | +176.6% | -110.7% | +44.2% |
| All | +65.9% | +184.0% | -118.2% | +44.2% |
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