+147.9%
CIEN vs M
+165.5%
-17.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.3% |
| 7D | -15.2% | +4.7% | -19.9% | -16.5% |
| 30D | -21.5% | -9.6% | -11.8% | -19.0% |
| 3M | -40.1% | +0.9% | -40.9% | -40.7% |
| 6M | -6.6% | +22.3% | -28.8% | -13.8% |
| YTD | +37.3% | +6.5% | +30.7% | +31.2% |
| 1Y | +174.5% | +38.8% | +135.8% | +139.7% |
| 3Y | +562.3% | +115.9% | +446.4% | +368.7% |
| 5Y | +463.9% | +28.6% | +435.3% | +323.3% |
| 10Y | +1,302.4% | -2.5% | +1,304.9% | +758.8% |
| All | +147.9% | +165.5% | -17.7% | -33.6% |
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