+545.6%
CIEN vs CME
+8,132.9%
-7,587.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.4% | +11.1% | +10.8% |
| 7D | -5.3% | -0.6% | -4.7% | -5.1% |
| 30D | -40.1% | +8.5% | -48.7% | -42.6% |
| 3M | -34.7% | +16.0% | -50.7% | -39.4% |
| 6M | -50.9% | +9.3% | -60.2% | -54.0% |
| YTD | +15.2% | +15.3% | -0.1% | +4.3% |
| 1Y | +35.2% | +14.4% | +20.8% | +22.7% |
| 3Y | +522.6% | +59.9% | +462.7% | +372.9% |
| 5Y | +344.2% | +69.4% | +274.8% | +223.6% |
| 10Y | +1,188.7% | +299.5% | +889.2% | +493.4% |
| All | +545.6% | +8,132.9% | -7,587.3% | -40.2% |
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