+477.0%
CIEN vs MSCI
-6.7%
+483.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -15.2% | +0.4% | -15.6% | -15.4% |
| 30D | -21.5% | +0.6% | -22.0% | -21.8% |
| 3M | -40.1% | -7.1% | -33.0% | -39.4% |
| 6M | -6.6% | +0.8% | -7.4% | -9.7% |
| YTD | +37.3% | +1.0% | +36.3% | +31.4% |
| 1Y | +174.5% | +4.3% | +170.2% | +156.7% |
| 3Y | +562.3% | +9.9% | +552.3% | +496.0% |
| All | +477.0% | -6.7% | +483.8% | +381.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling