+1,206.6%
CIEN vs BEN
+58.0%
+1,148.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.1% |
| 7D | +27.4% | +11.3% | +16.0% | +21.4% |
| 30D | -26.6% | +15.0% | -41.6% | -31.0% |
| 3M | -32.0% | +7.8% | -39.8% | -34.1% |
| 6M | -49.1% | +15.5% | -64.6% | -52.5% |
| YTD | +25.7% | +55.4% | -29.7% | +0.8% |
| 1Y | +40.3% | +63.3% | -23.0% | +10.0% |
| 3Y | +566.2% | +83.4% | +482.8% | +379.5% |
| 5Y | +378.7% | +28.1% | +350.7% | +297.0% |
| All | +1,206.6% | +58.0% | +1,148.6% | +699.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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