+47.3%
CSX vs CIEN
+31.6%
+15.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.2% |
| 7D | +0.7% | -9.3% | +10.0% | +0.9% |
| 30D | +8.1% | -39.5% | +47.6% | +9.9% |
| 3M | +2.2% | -29.8% | +32.0% | +2.9% |
| 6M | +14.6% | -50.4% | +65.0% | +17.5% |
| YTD | +42.2% | +16.3% | +25.8% | +38.9% |
| 1Y | +47.3% | +30.4% | +17.0% | +42.4% |
| All | +47.3% | +31.6% | +15.7% | +42.4% |
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