+1,188.7%
CIEN vs CMS
+127.7%
+1,061.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.5% | +10.1% | +10.5% |
| 7D | -5.3% | -0.9% | -4.4% | -5.1% |
| 30D | -40.1% | +7.1% | -47.2% | -41.6% |
| 3M | -34.7% | -1.3% | -33.4% | -34.7% |
| 6M | -50.9% | -2.7% | -48.2% | -50.9% |
| YTD | +15.2% | +2.6% | +12.5% | +13.5% |
| 1Y | +35.2% | -2.0% | +37.2% | +35.0% |
| 3Y | +522.6% | +39.6% | +483.0% | +437.5% |
| 5Y | +344.2% | +35.3% | +308.9% | +282.7% |
| 10Y | +1,188.7% | +132.3% | +1,056.3% | +942.3% |
| All | +1,188.7% | +127.7% | +1,061.0% | +942.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling