+174.5%
CIEN vs CMS
-1.9%
+176.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -15.2% | +0.4% | -15.5% | -15.2% |
| 30D | -21.5% | -3.6% | -17.9% | -21.1% |
| 3M | -40.1% | -1.9% | -38.2% | -41.5% |
| 6M | -6.6% | -11.0% | +4.4% | -4.9% |
| YTD | +37.3% | +0.2% | +37.1% | +40.8% |
| 1Y | +174.5% | -1.3% | +175.9% | +186.5% |
| All | +174.5% | -1.9% | +176.4% | +186.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling