+48.9%
CIEN vs M
+36.6%
+12.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +7.6% | -16.9% | -9.5% |
| 7D | -25.0% | +8.3% | -33.3% | -25.3% |
| 30D | -30.1% | +14.2% | -44.3% | -30.9% |
| 3M | -33.8% | -1.1% | -32.7% | -33.3% |
| 6M | -49.4% | +36.6% | -86.0% | -52.4% |
| YTD | +16.4% | +19.8% | -3.4% | +8.6% |
| 1Y | +48.9% | +37.2% | +11.7% | +31.1% |
| All | +48.9% | +36.6% | +12.3% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling