+355.8%
CIEN vs CMS
+36.3%
+319.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.3% | -4.8% |
| 7D | +15.3% | +1.7% | +13.5% | +15.0% |
| 30D | -22.0% | +6.2% | -28.2% | -22.9% |
| 3M | -36.6% | +0.6% | -37.3% | -36.8% |
| 6M | -51.5% | -1.8% | -49.7% | -51.5% |
| YTD | +20.0% | +3.8% | +16.1% | +18.8% |
| 1Y | +44.5% | -1.8% | +46.2% | +44.5% |
| 3Y | +539.0% | +39.8% | +499.2% | +463.9% |
| All | +355.8% | +36.3% | +319.5% | +301.6% |
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