+1,188.7%
CIEN vs MSCI
+799.4%
+389.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.8% | +9.8% | +10.3% |
| 7D | -5.3% | +1.5% | -6.7% | -5.9% |
| 30D | -40.1% | +14.4% | -54.5% | -43.5% |
| 3M | -34.7% | +15.2% | -49.9% | -38.8% |
| 6M | -50.9% | +11.2% | -62.1% | -54.4% |
| YTD | +15.2% | +13.9% | +1.2% | +4.4% |
| 1Y | +35.2% | +12.5% | +22.7% | +23.3% |
| 3Y | +522.6% | +32.3% | +490.3% | +416.3% |
| 5Y | +344.2% | +4.9% | +339.4% | +294.3% |
| 10Y | +1,188.7% | +779.7% | +409.0% | +352.0% |
| All | +1,188.7% | +799.4% | +389.3% | +352.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling