+414.9%
CSX vs CIEN
+1,159.7%
-744.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +0.1% |
| 7D | +6.0% | +15.3% | -9.3% | +3.4% |
| 30D | +7.8% | -22.0% | +29.8% | +11.2% |
| 3M | +4.1% | -36.6% | +40.7% | +10.1% |
| 6M | +17.9% | -51.5% | +69.4% | +29.1% |
| YTD | +44.9% | +20.0% | +24.9% | +29.2% |
| 1Y | +51.1% | +44.5% | +6.7% | +28.6% |
| 3Y | +78.3% | +539.0% | -460.8% | 0.0% |
| 5Y | +58.1% | +356.8% | -298.7% | -6.4% |
| All | +414.9% | +1,159.7% | -744.8% | +139.2% |
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 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