+409.0%
CSX vs CIEN
+1,190.2%
-781.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.0% |
| 7D | +0.7% | -9.3% | +10.0% | +1.9% |
| 30D | +8.1% | -39.5% | +47.6% | +16.2% |
| 3M | +2.2% | -29.8% | +32.0% | +5.9% |
| 6M | +14.6% | -50.4% | +65.0% | +24.8% |
| YTD | +42.2% | +16.3% | +25.8% | +27.5% |
| 1Y | +47.3% | +30.4% | +17.0% | +28.0% |
| 3Y | +73.5% | +516.6% | -443.1% | -2.0% |
| 5Y | +54.1% | +349.8% | -295.6% | -8.6% |
| 10Y | +409.0% | +1,184.7% | -775.7% | +138.1% |
| All | +409.0% | +1,190.2% | -781.2% | +138.1% |
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