+607.8%
CIEN vs CME
+52.8%
+555.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.4% | +5.9% |
| 7D | -5.3% | -2.9% | -2.4% | -6.3% |
| 30D | -17.2% | +5.5% | -22.8% | -15.3% |
| 3M | -26.9% | +11.0% | -37.8% | -22.6% |
| 6M | +16.0% | -9.7% | +25.7% | +16.5% |
| YTD | +45.9% | +4.9% | +41.1% | +52.7% |
| 1Y | +186.8% | +10.1% | +176.7% | +203.8% |
| 3Y | +607.8% | +53.5% | +554.3% | +661.6% |
| All | +607.8% | +52.8% | +555.0% | +661.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling