+247.9%
SOXX vs CIEN
+544.2%
-296.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.5% | -2.6% | -0.1% |
| 7D | +1.4% | +8.9% | -7.5% | -2.4% |
| 30D | -3.6% | -19.1% | +15.5% | +5.1% |
| 3M | -10.2% | -21.5% | +11.3% | -1.3% |
| 6M | +54.2% | +2.8% | +51.4% | +47.5% |
| YTD | +75.2% | +49.5% | +25.8% | +38.8% |
| 1Y | +107.5% | +163.8% | -56.3% | +25.4% |
| 3Y | +226.8% | +615.8% | -389.1% | +11.2% |
| All | +247.9% | +544.2% | -296.3% | +27.2% |
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