+108.5%
CSCO vs CIEN
+609.5%
-501.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.3% | -6.3% | -1.2% |
| 7D | -0.5% | -5.3% | +4.8% | +0.3% |
| 30D | -10.1% | -17.2% | +7.1% | -7.4% |
| 3M | -11.7% | -26.9% | +15.1% | -7.6% |
| 6M | +40.1% | +16.0% | +24.1% | +32.4% |
| YTD | +43.8% | +45.9% | -2.1% | +29.1% |
| 1Y | +66.6% | +186.8% | -120.2% | +28.9% |
| 3Y | +108.5% | +607.8% | -499.3% | +22.8% |
| All | +108.5% | +609.5% | -501.0% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling