+67.9%
MSFT vs CIEN
+348.8%
-280.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.4% |
| 7D | +2.3% | -9.3% | +11.7% | +3.4% |
| 30D | -0.4% | -39.5% | +39.1% | +6.6% |
| 3M | +5.6% | -29.8% | +35.4% | +9.3% |
| 6M | +29.0% | -50.4% | +79.3% | +39.2% |
| YTD | +10.9% | +16.3% | -5.4% | -3.0% |
| 1Y | +6.2% | +30.4% | -24.1% | -10.2% |
| 3Y | +47.6% | +516.6% | -469.0% | -24.2% |
| 5Y | +67.9% | +349.8% | -281.8% | -2.3% |
| All | +67.9% | +348.8% | -280.9% | -2.3% |
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 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