+97.8%
CIEN vs MAR
+2,498.9%
-2,401.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -15.2% | -4.2% | -11.0% | -13.1% |
| 30D | -21.5% | -6.7% | -14.8% | -18.3% |
| 3M | -40.1% | -12.5% | -27.6% | -36.2% |
| 6M | -6.6% | +0.6% | -7.1% | -8.5% |
| YTD | +37.3% | +9.1% | +28.1% | +27.2% |
| 1Y | +174.5% | +26.2% | +148.3% | +132.1% |
| 3Y | +562.3% | +68.2% | +494.1% | +376.6% |
| 5Y | +463.9% | +163.9% | +300.0% | +200.7% |
| 10Y | +1,302.4% | +420.6% | +881.8% | +295.6% |
| All | +97.8% | +2,498.9% | -2,401.2% | -82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling