+87.9%
CIEN vs CMS
+431.7%
-343.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.1% | +7.6% | +6.2% |
| 7D | -24.1% | -1.3% | -22.8% | -23.9% |
| 30D | -45.5% | +6.3% | -51.8% | -47.0% |
| 3M | -39.7% | -2.1% | -37.7% | -39.6% |
| 6M | -57.8% | -5.1% | -52.7% | -57.4% |
| YTD | +4.1% | +1.3% | +2.8% | +2.7% |
| 1Y | +20.8% | -1.4% | +22.2% | +20.2% |
| 3Y | +463.1% | +36.9% | +426.2% | +387.1% |
| 5Y | +302.3% | +32.5% | +269.8% | +248.0% |
| 10Y | +1,164.4% | +126.8% | +1,037.6% | +769.9% |
| All | +87.9% | +431.7% | -343.7% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling