+1,188.7%
CIEN vs FIVE
+596.6%
+592.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.6% | +5.1% | +9.2% |
| 7D | -5.3% | +6.2% | -11.5% | -6.8% |
| 30D | -40.1% | +18.2% | -58.3% | -42.7% |
| 3M | -34.7% | +3.8% | -38.5% | -35.7% |
| 6M | -50.9% | +13.7% | -64.6% | -53.0% |
| YTD | +15.2% | +34.7% | -19.6% | +5.9% |
| 1Y | +35.2% | +66.6% | -31.5% | +17.9% |
| 3Y | +522.6% | +44.3% | +478.3% | +426.2% |
| 5Y | +344.2% | +18.8% | +325.5% | +277.9% |
| 10Y | +1,188.7% | +569.2% | +619.5% | +696.8% |
| All | +1,188.7% | +596.6% | +592.1% | +696.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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