+539.0%
CIEN vs M
+158.0%
+381.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.1% | -5.0% |
| 7D | +15.3% | +7.0% | +8.2% | +13.3% |
| 30D | -22.0% | +8.9% | -30.9% | -24.0% |
| 3M | -36.6% | +4.5% | -41.1% | -37.8% |
| 6M | -51.5% | +36.2% | -87.7% | -56.3% |
| YTD | +20.0% | +15.1% | +4.8% | +12.1% |
| 1Y | +44.5% | +27.4% | +17.0% | +30.5% |
| 3Y | +539.0% | +160.1% | +378.9% | +360.9% |
| All | +539.0% | +158.0% | +381.1% | +360.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling