+1,206.6%
CIEN vs CME
+305.5%
+901.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +27.4% | +2.7% | +24.7% | +26.6% |
| 30D | -26.6% | +13.5% | -40.1% | -29.0% |
| 3M | -32.0% | +20.9% | -52.9% | -35.5% |
| 6M | -49.1% | +11.5% | -60.6% | -50.9% |
| YTD | +25.7% | +19.5% | +6.2% | +17.7% |
| 1Y | +40.3% | +17.2% | +23.1% | +32.1% |
| 3Y | +566.2% | +65.1% | +501.1% | +438.5% |
| 5Y | +378.7% | +73.1% | +305.6% | +273.7% |
| All | +1,206.6% | +305.5% | +901.1% | +567.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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