+1,261.7%
CIEN vs FIVE
+535.9%
+725.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.1% | +9.9% | +9.1% |
| 7D | +8.7% | -0.5% | +9.2% | +9.1% |
| 30D | -26.9% | +17.4% | -44.3% | -30.0% |
| 3M | -23.6% | +7.0% | -30.7% | -25.4% |
| 6M | -49.1% | +20.5% | -69.5% | -51.9% |
| YTD | +26.6% | +33.1% | -6.5% | +16.8% |
| 1Y | +42.7% | +67.1% | -24.4% | +24.4% |
| 3Y | +570.8% | +41.9% | +528.9% | +469.4% |
| 5Y | +386.4% | +21.1% | +365.4% | +312.0% |
| 10Y | +1,261.7% | +518.8% | +742.9% | +741.9% |
| All | +1,261.7% | +535.9% | +725.8% | +741.9% |
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