+477.0%
CIEN vs CMS
+23.4%
+453.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -15.2% | +0.4% | -15.5% | -15.3% |
| 30D | -21.5% | -3.6% | -17.9% | -20.9% |
| 3M | -40.1% | -1.9% | -38.2% | -40.2% |
| 6M | -6.6% | -11.0% | +4.4% | -4.6% |
| YTD | +37.3% | +0.2% | +37.1% | +37.0% |
| 1Y | +174.5% | -1.3% | +175.9% | +174.4% |
| 3Y | +562.3% | +35.9% | +526.3% | +489.0% |
| All | +477.0% | +23.4% | +453.6% | +415.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling