+186.8%
CIEN vs CMS
-0.5%
+187.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.3% |
| 7D | -5.3% | +1.2% | -6.5% | -5.4% |
| 30D | -17.2% | -3.2% | -14.1% | -16.9% |
| 3M | -26.9% | -2.2% | -24.7% | -28.4% |
| 6M | +16.0% | -9.4% | +25.4% | +17.8% |
| YTD | +45.9% | +0.7% | +45.2% | +49.6% |
| 1Y | +186.8% | +0.4% | +186.4% | +199.4% |
| All | +186.8% | -0.5% | +187.3% | +199.4% |
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