+50.0%
CSX vs CIEN
+40.0%
+9.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | +3.1% | +27.4% | -24.3% | +2.3% |
| 30D | +9.7% | -26.6% | +36.3% | +10.6% |
| 3M | +4.9% | -32.0% | +36.9% | +6.1% |
| 6M | +18.4% | -49.1% | +67.4% | +21.5% |
| YTD | +45.9% | +25.7% | +20.2% | +42.1% |
| 1Y | +50.0% | +40.3% | +9.7% | +44.8% |
| All | +50.0% | +40.0% | +9.9% | +44.8% |
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 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