+0.9%
MS vs CIEN
-46.9%
+47.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.8% | -7.2% | +0.5% |
| 7D | -1.7% | +8.7% | -10.5% | -2.9% |
| 30D | +0.9% | -26.9% | +27.8% | +3.8% |
| 3M | -10.8% | -23.6% | +12.8% | -9.1% |
| 6M | +0.9% | -49.1% | +50.0% | +4.2% |
| All | +0.9% | -46.9% | +47.8% | +4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling