+355.8%
CIEN vs FIVE
+16.7%
+339.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.5% |
| 7D | +15.3% | +2.7% | +12.6% | +14.5% |
| 30D | -22.0% | +12.7% | -34.7% | -24.7% |
| 3M | -36.6% | +2.1% | -38.7% | -37.5% |
| 6M | -51.5% | +17.5% | -68.9% | -54.1% |
| YTD | +20.0% | +31.0% | -11.0% | +10.3% |
| 1Y | +44.5% | +67.7% | -23.3% | +24.2% |
| 3Y | +539.0% | +43.4% | +495.7% | +428.1% |
| All | +355.8% | +16.7% | +339.1% | +258.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling