+113.9%
SOXX vs CIEN
+179.1%
-65.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.1% |
| 7D | +2.2% | -15.2% | +17.4% | +9.0% |
| 30D | -2.0% | -21.5% | +19.4% | +7.4% |
| 3M | -13.7% | -40.1% | +26.4% | +4.6% |
| 6M | +52.4% | -6.6% | +58.9% | +54.6% |
| YTD | +72.8% | +37.3% | +35.6% | +49.7% |
| 1Y | +113.9% | +174.5% | -60.6% | +38.1% |
| All | +113.9% | +179.1% | -65.2% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling