+71.4%
MSFT vs CIEN
+514.2%
-442.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.3% | -7.5% | -2.2% |
| 7D | -1.4% | -5.3% | +3.9% | -0.7% |
| 30D | -1.0% | -17.2% | +16.2% | +1.4% |
| 3M | +20.2% | -26.9% | +47.1% | +24.5% |
| 6M | +21.3% | +16.0% | +5.3% | +10.9% |
| YTD | +2.8% | +45.9% | -43.1% | -12.2% |
| 1Y | 0.0% | +186.8% | -186.8% | -28.6% |
| 3Y | +51.2% | +607.8% | -556.5% | -22.2% |
| 5Y | +71.4% | +506.7% | -435.3% | -7.4% |
| All | +71.4% | +514.2% | -442.7% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling