+463.1%
CIEN vs MSCI
+33.6%
+429.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.3% | +7.7% | +5.7% |
| 7D | -24.1% | +2.8% | -26.9% | -24.3% |
| 30D | -45.5% | +15.4% | -60.9% | -46.5% |
| 3M | -39.7% | +13.4% | -53.1% | -40.8% |
| 6M | -57.8% | +10.9% | -68.7% | -59.1% |
| YTD | +4.1% | +13.0% | -8.9% | -1.0% |
| 1Y | +20.8% | +12.0% | +8.8% | +15.4% |
| 3Y | +463.1% | +34.1% | +429.0% | +382.5% |
| All | +463.1% | +33.6% | +429.5% | +382.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling