+585.2%
CIEN vs CMI
+147.2%
+438.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.2% |
| 7D | +5.4% | +0.8% | +4.6% | +4.5% |
| 30D | -13.7% | -12.8% | -0.9% | -1.1% |
| 3M | -23.0% | -12.4% | -10.6% | -11.9% |
| 6M | -0.8% | -0.9% | 0.0% | +1.9% |
| YTD | +43.1% | +8.9% | +34.2% | +33.6% |
| 1Y | +157.6% | +37.7% | +119.9% | +95.4% |
| All | +585.2% | +147.2% | +438.0% | +251.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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