+607.8%
CIEN vs ICE
+41.9%
+565.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.2% | +8.5% | +6.2% |
| 7D | -5.3% | -1.2% | -4.1% | -5.3% |
| 30D | -17.2% | +5.0% | -22.2% | -17.2% |
| 3M | -26.9% | +13.9% | -40.7% | -26.7% |
| 6M | +16.0% | -4.4% | +20.4% | +21.1% |
| YTD | +45.9% | -1.9% | +47.8% | +49.6% |
| 1Y | +186.8% | -8.1% | +194.9% | +203.5% |
| 3Y | +607.8% | +42.5% | +565.3% | +491.3% |
| All | +607.8% | +41.9% | +565.9% | +491.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 3y: compounded portfolio wealth divided by compounded ICE 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…
3y analysis · Full analysis span regression · 6 months rolling