+147.9%
CIEN vs BEN
+682.0%
-534.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.4% | -1.0% |
| 7D | -15.2% | +0.2% | -15.4% | -15.4% |
| 30D | -21.5% | -0.5% | -20.9% | -21.2% |
| 3M | -40.1% | +9.7% | -49.8% | -43.4% |
| 6M | -6.6% | +33.9% | -40.5% | -23.0% |
| YTD | +37.3% | +49.0% | -11.7% | +5.3% |
| 1Y | +174.5% | +42.1% | +132.4% | +115.9% |
| 3Y | +562.3% | +51.9% | +510.4% | +381.9% |
| 5Y | +463.9% | +39.0% | +424.9% | +316.5% |
| 10Y | +1,302.4% | +57.9% | +1,244.5% | +737.4% |
| All | +147.9% | +682.0% | -534.1% | -54.3% |
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