+1,438.7%
CIEN vs CMS
+117.1%
+1,321.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.2% |
| 7D | -5.3% | +1.2% | -6.5% | -5.7% |
| 30D | -17.2% | -3.2% | -14.1% | -16.4% |
| 3M | -26.9% | -2.2% | -24.7% | -26.7% |
| 6M | +16.0% | -9.4% | +25.4% | +19.2% |
| YTD | +45.9% | +0.7% | +45.2% | +45.2% |
| 1Y | +186.8% | +0.4% | +186.4% | +184.9% |
| 3Y | +607.8% | +35.2% | +572.6% | +519.1% |
| 5Y | +506.7% | +24.1% | +482.6% | +441.3% |
| 10Y | +1,438.7% | +115.8% | +1,322.9% | +1,111.3% |
| All | +1,438.7% | +117.1% | +1,321.6% | +1,111.3% |
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