+116.6%
CIEN vs BEN
+719.3%
-602.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -4.8% |
| 7D | +15.3% | +6.8% | +8.5% | +11.0% |
| 30D | -22.0% | +18.0% | -40.0% | -29.2% |
| 3M | -36.6% | +7.5% | -44.1% | -39.2% |
| 6M | -51.5% | +14.7% | -66.2% | -55.5% |
| YTD | +20.0% | +56.1% | -36.1% | -10.2% |
| 1Y | +44.5% | +69.6% | -25.1% | +2.7% |
| 3Y | +539.0% | +87.7% | +451.4% | +310.9% |
| 5Y | +356.8% | +28.6% | +328.2% | +258.6% |
| 10Y | +1,190.4% | +59.8% | +1,130.6% | +675.4% |
| All | +116.6% | +719.3% | -602.7% | -61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling