+42.7%
CIEN vs CME
+17.5%
+25.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.2% | +6.6% | +10.4% |
| 7D | +8.7% | +2.5% | +6.3% | +10.6% |
| 30D | -26.9% | +13.9% | -40.8% | -19.1% |
| 3M | -23.6% | +22.4% | -46.0% | -11.6% |
| 6M | -49.1% | +12.9% | -62.0% | -40.6% |
| YTD | +26.6% | +19.6% | +7.0% | +53.0% |
| 1Y | +42.7% | +17.7% | +25.0% | +66.1% |
| All | +42.7% | +17.5% | +25.2% | +66.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling