+669.4%
CIEN vs CME
+7,469.3%
-6,799.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -15.2% | -1.6% | -13.6% | -14.7% |
| 30D | -21.5% | +6.2% | -27.7% | -23.7% |
| 3M | -40.1% | +10.4% | -50.5% | -43.3% |
| 6M | -6.6% | -9.5% | +3.0% | -4.6% |
| YTD | +37.3% | +6.0% | +31.2% | +30.1% |
| 1Y | +174.5% | +9.3% | +165.3% | +155.9% |
| 3Y | +562.3% | +57.7% | +504.6% | +408.6% |
| 5Y | +463.9% | +77.7% | +386.3% | +304.2% |
| 10Y | +1,302.4% | +281.2% | +1,021.1% | +563.9% |
| All | +669.4% | +7,469.3% | -6,799.9% | -25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling