+77.8%
CSX vs CIEN
+574.2%
-496.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.8% | -7.2% | +1.0% |
| 7D | -0.3% | +8.7% | -9.0% | -1.0% |
| 30D | +8.7% | -26.9% | +35.6% | +10.7% |
| 3M | +4.2% | -23.6% | +27.8% | +5.2% |
| 6M | +16.7% | -49.1% | +65.8% | +21.7% |
| YTD | +44.5% | +26.6% | +17.9% | +35.7% |
| 1Y | +50.3% | +42.7% | +7.6% | +38.8% |
| All | +77.8% | +574.2% | -496.4% | +21.2% |
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 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