+1,492.9%
CIEN vs FIVE
+822.5%
+670.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.8% | +5.5% |
| 7D | -24.1% | -0.3% | -23.8% | -24.1% |
| 30D | -45.5% | +17.7% | -63.1% | -47.7% |
| 3M | -39.7% | +4.0% | -43.7% | -40.6% |
| 6M | -57.8% | +2.6% | -60.4% | -58.4% |
| YTD | +4.1% | +27.6% | -23.5% | -2.3% |
| 1Y | +20.8% | +59.9% | -39.1% | +7.7% |
| 3Y | +463.1% | +35.8% | +427.4% | +390.3% |
| 5Y | +302.3% | +14.4% | +287.9% | +251.2% |
| 10Y | +1,164.4% | +576.1% | +588.2% | +647.0% |
| All | +1,492.9% | +822.5% | +670.4% | +745.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling