-15.2%
TMUS vs CIEN
-56.8%
+41.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | +1.8% |
| 7D | +3.6% | -24.1% | +27.7% | -0.7% |
| 30D | -3.4% | -45.5% | +42.1% | -11.0% |
| 3M | -9.5% | -39.7% | +30.3% | -15.3% |
| 6M | -15.2% | -57.8% | +42.6% | -19.7% |
| All | -15.2% | -56.8% | +41.6% | -19.7% |
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