+347.1%
CIEN vs MAR
+178.1%
+169.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.6% | -0.3% |
| 7D | -9.3% | +2.9% | -12.2% | -10.6% |
| 30D | -39.5% | +17.0% | -56.6% | -44.5% |
| 3M | -29.8% | +23.2% | -53.0% | -37.4% |
| 6M | -50.4% | +21.7% | -72.1% | -56.5% |
| YTD | +16.3% | +38.9% | -22.5% | -6.4% |
| 1Y | +30.4% | +48.7% | -18.3% | +0.3% |
| 3Y | +516.6% | +122.9% | +393.7% | +277.6% |
| All | +347.1% | +178.1% | +169.0% | +141.7% |
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