+82.4%
CIEN vs MAR
+3,214.7%
-3,132.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.2% | +8.6% | +8.7% |
| 7D | +8.7% | +1.0% | +7.7% | +8.3% |
| 30D | -26.9% | +16.2% | -43.1% | -33.2% |
| 3M | -23.6% | +23.1% | -46.7% | -32.6% |
| 6M | -49.1% | +22.0% | -71.0% | -55.7% |
| YTD | +26.6% | +39.2% | -12.6% | +1.4% |
| 1Y | +42.7% | +48.3% | -5.5% | +10.0% |
| 3Y | +570.8% | +123.4% | +447.5% | +308.2% |
| 5Y | +386.4% | +185.4% | +201.1% | +148.2% |
| 10Y | +1,261.7% | +539.2% | +722.6% | +241.1% |
| All | +82.4% | +3,214.7% | -3,132.3% | -86.0% |
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