+543.5%
CIEN vs CMI
+164.8%
+378.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.2% | +3.3% | +3.5% |
| 7D | +8.9% | -0.7% | +9.6% | +9.6% |
| 30D | -19.1% | -12.4% | -6.7% | -9.5% |
| 3M | -21.5% | -14.8% | -6.7% | -9.8% |
| 6M | +2.8% | +0.8% | +2.0% | +4.6% |
| YTD | +49.5% | +10.2% | +39.3% | +41.5% |
| 1Y | +163.8% | +37.4% | +126.4% | +113.4% |
| 3Y | +615.8% | +153.3% | +462.5% | +304.3% |
| All | +543.5% | +164.8% | +378.7% | +228.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling