+515.0%
CIEN vs MAR
+156.7%
+358.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.3% | +8.6% | +7.5% |
| 7D | -5.3% | -1.7% | -3.6% | -4.6% |
| 30D | -17.2% | -6.9% | -10.3% | -14.2% |
| 3M | -26.9% | -15.8% | -11.0% | -20.9% |
| 6M | +16.0% | +1.9% | +14.1% | +11.8% |
| YTD | +45.9% | +6.6% | +39.3% | +35.7% |
| 1Y | +186.8% | +23.7% | +163.1% | +142.4% |
| 3Y | +607.8% | +64.6% | +543.2% | +416.0% |
| All | +515.0% | +156.7% | +358.4% | +261.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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