+615.8%
CIEN vs MKTX
-25.3%
+641.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.5% | +4.5% |
| 7D | +8.9% | -0.2% | +9.1% | +8.9% |
| 30D | -19.1% | +0.7% | -19.8% | -19.1% |
| 3M | -21.5% | +40.8% | -62.3% | -18.4% |
| 6M | +2.8% | -8.0% | +10.8% | +0.2% |
| YTD | +49.5% | -8.7% | +58.2% | +45.5% |
| 1Y | +163.8% | -11.8% | +175.6% | +155.7% |
| 3Y | +615.8% | -24.0% | +639.9% | +566.8% |
| All | +615.8% | -25.3% | +641.1% | +566.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 3y: compounded portfolio wealth divided by compounded MKTX 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…
3y analysis · Full analysis span regression · 6 months rolling