+509.1%
CIEN vs BEN
+40.0%
+469.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -0.2% |
| 7D | -4.6% | +3.4% | -7.9% | -6.2% |
| 30D | -12.8% | +1.8% | -14.6% | -13.5% |
| 3M | -23.1% | +8.4% | -31.4% | -26.0% |
| 6M | +6.1% | +35.6% | -29.5% | -9.2% |
| YTD | +44.5% | +46.4% | -1.8% | +17.9% |
| 1Y | +176.6% | +46.3% | +130.3% | +125.2% |
| 3Y | +601.0% | +54.6% | +546.3% | +433.6% |
| 5Y | +509.1% | +39.4% | +469.7% | +366.8% |
| All | +509.1% | +40.0% | +469.2% | +366.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling