+1,188.7%
CIEN vs M
+3.7%
+1,184.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +8.1% | +2.6% | +9.2% |
| 7D | -5.3% | +2.5% | -7.8% | -5.8% |
| 30D | -40.1% | +10.1% | -50.2% | -41.3% |
| 3M | -34.7% | -0.9% | -33.8% | -34.9% |
| 6M | -50.9% | +30.2% | -81.0% | -53.8% |
| YTD | +15.2% | +16.3% | -1.1% | +10.1% |
| 1Y | +35.2% | +27.0% | +8.2% | +26.9% |
| 3Y | +522.6% | +154.5% | +368.1% | +403.4% |
| 5Y | +344.2% | -1.1% | +345.3% | +301.6% |
| 10Y | +1,188.7% | +0.5% | +1,188.2% | +974.1% |
| All | +1,188.7% | +3.7% | +1,184.9% | +974.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling