+9.0%
MSFT vs CIEN
+49.1%
-40.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -9.3% | +16.0% | +6.9% |
| 7D | +4.7% | -25.0% | +29.7% | +5.3% |
| 30D | +5.8% | -30.1% | +36.0% | +6.5% |
| 3M | +13.0% | -33.8% | +46.8% | +14.0% |
| 6M | +34.9% | -49.4% | +84.4% | +34.5% |
| YTD | +15.7% | +16.4% | -0.8% | +6.0% |
| 1Y | +9.0% | +48.9% | -39.9% | -4.2% |
| All | +9.0% | +49.1% | -40.2% | -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 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