+51.2%
MSFT vs CIEN
+609.5%
-558.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.3% | -7.5% | -1.8% |
| 7D | -1.4% | -5.3% | +3.9% | -1.0% |
| 30D | -1.0% | -17.2% | +16.2% | +0.5% |
| 3M | +20.2% | -26.9% | +47.1% | +22.6% |
| 6M | +21.3% | +16.0% | +5.3% | +13.4% |
| YTD | +2.8% | +45.9% | -43.1% | -8.5% |
| 1Y | 0.0% | +186.8% | -186.8% | -21.9% |
| 3Y | +51.2% | +607.8% | -556.5% | -3.3% |
| All | +51.2% | +609.5% | -558.3% | -3.3% |
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