+186.8%
CIEN vs M
+31.9%
+154.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.6% | +8.9% | +6.7% |
| 7D | -5.3% | +2.4% | -7.7% | -5.7% |
| 30D | -17.2% | -11.6% | -5.6% | -15.5% |
| 3M | -26.9% | +1.6% | -28.5% | -27.7% |
| 6M | +16.0% | +25.2% | -9.2% | +8.1% |
| YTD | +45.9% | +3.8% | +42.2% | +39.0% |
| 1Y | +186.8% | +36.3% | +150.5% | +142.8% |
| All | +186.8% | +31.9% | +154.9% | +142.8% |
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