+234.7%
TMUS vs CIEN
+1,252.1%
-1,017.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.7% | -6.5% | +3.5% |
| 7D | +5.3% | -5.3% | +10.6% | +5.5% |
| 30D | +13.5% | -40.1% | +53.7% | +17.0% |
| 3M | -4.2% | -34.7% | +30.5% | -2.6% |
| 6M | -11.9% | -50.9% | +39.0% | -8.5% |
| YTD | -15.6% | +15.2% | -30.7% | -21.8% |
| 1Y | -16.8% | +35.2% | -51.9% | -24.9% |
| 3Y | +20.8% | +522.6% | -501.8% | -19.4% |
| 5Y | +48.0% | +344.2% | -296.2% | +3.0% |
| 10Y | +234.7% | +1,188.7% | -953.9% | +85.5% |
| All | +234.7% | +1,252.1% | -1,017.3% | +85.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling