+6,742.5%
MSFT vs CIEN
+156.3%
+6,586.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +8.8% | -11.1% | -3.6% |
| 7D | -6.2% | +8.7% | -15.0% | -7.8% |
| 30D | -3.7% | -26.9% | +23.2% | +0.3% |
| 3M | +3.6% | -23.6% | +27.2% | +5.9% |
| 6M | +26.8% | -49.1% | +75.9% | +36.4% |
| YTD | +8.4% | +26.6% | -18.1% | -1.4% |
| 1Y | +3.3% | +42.7% | -39.4% | -8.3% |
| 3Y | +44.3% | +570.8% | -526.6% | -3.7% |
| 5Y | +63.3% | +386.4% | -323.1% | +13.4% |
| 10Y | +894.4% | +1,261.7% | -367.4% | +472.8% |
| All | +6,742.5% | +156.3% | +6,586.2% | +3,136.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling