+355.8%
CIEN vs M
-3.3%
+359.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.1% | -4.9% |
| 7D | +15.3% | +7.0% | +8.2% | +13.5% |
| 30D | -22.0% | +8.9% | -30.9% | -23.9% |
| 3M | -36.6% | +4.5% | -41.1% | -37.7% |
| 6M | -51.5% | +36.2% | -87.7% | -55.9% |
| YTD | +20.0% | +15.1% | +4.8% | +13.0% |
| 1Y | +44.5% | +27.4% | +17.0% | +32.2% |
| 3Y | +539.0% | +160.1% | +378.9% | +372.3% |
| All | +355.8% | -3.3% | +359.1% | +287.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling