-13.3%
QCOM vs CIEN
-56.8%
+43.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.5% | +0.1% | +3.9% |
| 7D | +0.4% | -24.1% | +24.5% | +7.9% |
| 30D | -6.6% | -45.5% | +38.9% | +9.6% |
| 3M | +3.7% | -39.7% | +43.4% | +16.5% |
| 6M | -13.3% | -57.8% | +44.5% | +12.7% |
| All | -13.3% | -56.8% | +43.5% | +12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling