+41.0%
TMUS vs CIEN
+301.0%
-260.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | +1.0% |
| 7D | +3.6% | -24.1% | +27.7% | +2.9% |
| 30D | -3.4% | -45.5% | +42.1% | -4.4% |
| 3M | -9.5% | -39.7% | +30.3% | -10.3% |
| 6M | -15.2% | -57.8% | +42.6% | -15.5% |
| YTD | -18.9% | +4.1% | -23.0% | -21.2% |
| 1Y | -17.7% | +20.8% | -38.5% | -20.6% |
| 3Y | +15.6% | +463.1% | -447.5% | -4.6% |
| All | +41.0% | +301.0% | -260.0% | +17.4% |
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