+87.9%
CIEN vs M
+168.2%
-80.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.6% | +10.0% | +6.9% |
| 7D | -24.1% | -4.3% | -19.8% | -23.3% |
| 30D | -45.5% | +1.3% | -46.8% | -46.1% |
| 3M | -39.7% | -7.4% | -32.3% | -38.9% |
| 6M | -57.8% | +18.3% | -76.1% | -61.0% |
| YTD | +4.1% | +7.6% | -3.5% | -1.8% |
| 1Y | +20.8% | +17.4% | +3.4% | +10.5% |
| 3Y | +463.1% | +108.4% | +354.8% | +300.2% |
| 5Y | +302.3% | -10.6% | +312.9% | +245.0% |
| 10Y | +1,164.4% | -3.2% | +1,167.5% | +671.2% |
| All | +87.9% | +168.2% | -80.2% | -50.3% |
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