+161.0%
CIEN vs CMI
+8,190.2%
-8,029.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.3% |
| 7D | -4.6% | +0.7% | -5.3% | -4.9% |
| 30D | -12.8% | -12.3% | -0.5% | -5.9% |
| 3M | -23.1% | -16.8% | -6.3% | -14.2% |
| 6M | +6.1% | +1.5% | +4.6% | +7.2% |
| YTD | +44.5% | +9.8% | +34.7% | +39.8% |
| 1Y | +176.6% | +42.6% | +134.0% | +133.4% |
| 3Y | +601.0% | +151.0% | +450.0% | +344.2% |
| 5Y | +509.1% | +167.0% | +342.1% | +267.5% |
| 10Y | +1,460.5% | +512.2% | +948.3% | +480.0% |
| All | +161.0% | +8,190.2% | -8,029.2% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling