-2.5%
MS vs CIEN
-58.3%
+55.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -15.2% | +9.3% | -4.1% |
| 7D | -3.4% | -34.0% | +30.6% | +1.2% |
| 30D | -3.9% | -48.0% | +44.1% | +3.0% |
| 3M | -15.9% | -43.5% | +27.6% | -10.9% |
| 6M | -2.5% | -57.6% | +55.2% | +2.0% |
| All | -2.5% | -58.3% | +55.8% | +2.0% |
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