-0.8%
MSFT vs CIEN
+170.2%
-171.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | -3.5% | +5.4% | -8.9% | -3.6% |
| 30D | -2.1% | -13.7% | +11.6% | -1.9% |
| 3M | +24.2% | -23.0% | +47.2% | +23.3% |
| 6M | +21.9% | -0.8% | +22.7% | +16.8% |
| YTD | +2.5% | +43.1% | -40.6% | -6.6% |
| 1Y | -0.8% | +157.6% | -158.4% | -15.0% |
| All | -0.8% | +170.2% | -171.0% | -15.0% |
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 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