+275.3%
TMUS vs CIEN
+771.1%
-495.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | -0.1% |
| 7D | +3.6% | -24.1% | +27.7% | +8.1% |
| 30D | -3.4% | -45.5% | +42.1% | +6.1% |
| 3M | -9.5% | -39.7% | +30.3% | -3.7% |
| 6M | -15.2% | -57.8% | +42.6% | -5.1% |
| YTD | -18.9% | +4.1% | -23.0% | -27.5% |
| 1Y | -17.7% | +20.8% | -38.5% | -29.5% |
| 3Y | +15.6% | +463.1% | -447.5% | -36.0% |
| 5Y | +38.9% | +302.3% | -263.4% | -19.5% |
| 10Y | +245.3% | +1,164.4% | -919.1% | +36.5% |
| All | +275.3% | +771.1% | -495.8% | +28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling