+1,261.7%
CIEN vs CME
+297.2%
+964.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.2% | +6.6% | +8.3% |
| 7D | +8.7% | +2.5% | +6.3% | +8.2% |
| 30D | -26.9% | +13.9% | -40.8% | -29.4% |
| 3M | -23.6% | +22.4% | -46.0% | -27.8% |
| 6M | -49.1% | +12.9% | -62.0% | -51.1% |
| YTD | +26.6% | +19.6% | +7.0% | +18.5% |
| 1Y | +42.7% | +17.7% | +25.0% | +34.2% |
| 3Y | +570.8% | +65.3% | +505.5% | +441.8% |
| 5Y | +386.4% | +75.1% | +311.3% | +277.7% |
| 10Y | +1,261.7% | +305.8% | +956.0% | +573.3% |
| All | +1,261.7% | +297.2% | +964.5% | +573.3% |
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