+1,972.3%
CIEN vs MKTX
+1,445.1%
+527.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -4.6% | +0.3% | -4.8% | -4.7% |
| 30D | -12.8% | +1.0% | -13.8% | -13.1% |
| 3M | -23.1% | +40.8% | -63.9% | -32.0% |
| 6M | +6.1% | -10.9% | +17.0% | +8.0% |
| YTD | +44.5% | -8.6% | +53.1% | +45.6% |
| 1Y | +176.6% | -11.6% | +188.2% | +180.2% |
| 3Y | +601.0% | -24.5% | +625.5% | +603.2% |
| 5Y | +509.1% | -60.7% | +569.8% | +646.7% |
| 10Y | +1,460.5% | +5.1% | +1,455.3% | +1,156.9% |
| All | +1,972.3% | +1,445.1% | +527.3% | +454.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling