+1,643.6%
CIEN vs ICE
+2,331.7%
-688.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.9% |
| 7D | -15.2% | -0.7% | -14.5% | -15.2% |
| 30D | -21.5% | +7.6% | -29.1% | -23.9% |
| 3M | -40.1% | +13.9% | -54.0% | -43.8% |
| 6M | -6.6% | -2.4% | -4.2% | -7.5% |
| YTD | +37.3% | +0.3% | +37.0% | +33.4% |
| 1Y | +174.5% | -6.4% | +181.0% | +173.3% |
| 3Y | +562.3% | +43.1% | +519.2% | +453.6% |
| 5Y | +463.9% | +42.1% | +421.8% | +370.8% |
| 10Y | +1,302.4% | +220.9% | +1,081.4% | +745.7% |
| All | +1,643.6% | +2,331.7% | -688.1% | +477.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling