+128.6%
CIEN vs M
+188.7%
-60.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.9% | +9.7% | +9.1% |
| 7D | +8.7% | -3.3% | +12.0% | +10.2% |
| 30D | -26.9% | +8.1% | -35.0% | -29.1% |
| 3M | -23.6% | +2.2% | -25.8% | -25.0% |
| 6M | -49.1% | +35.1% | -84.2% | -54.9% |
| YTD | +26.6% | +15.8% | +10.8% | +16.7% |
| 1Y | +42.7% | +25.8% | +16.9% | +27.8% |
| 3Y | +570.8% | +156.2% | +414.6% | +346.3% |
| 5Y | +386.4% | -2.4% | +388.8% | +305.8% |
| 10Y | +1,261.7% | -7.1% | +1,268.8% | +756.0% |
| All | +128.6% | +188.7% | -60.1% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling