+1,206.6%
CIEN vs FIVE
+505.3%
+701.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.3% |
| 7D | +27.4% | +2.4% | +24.9% | +26.6% |
| 30D | -26.6% | +15.8% | -42.4% | -29.4% |
| 3M | -32.0% | +3.8% | -35.7% | -33.1% |
| 6M | -49.1% | +18.5% | -67.6% | -51.7% |
| YTD | +25.7% | +31.2% | -5.5% | +16.4% |
| 1Y | +40.3% | +61.8% | -21.5% | +23.3% |
| 3Y | +566.2% | +39.9% | +526.3% | +467.6% |
| 5Y | +378.7% | +18.3% | +360.4% | +307.9% |
| All | +1,206.6% | +505.3% | +701.3% | +713.2% |
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