+457.0%
CIEN vs MSCI
+3,095.4%
-2,638.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.3% | +7.7% | +6.6% |
| 7D | -24.1% | +2.8% | -26.9% | -25.4% |
| 30D | -45.5% | +15.4% | -60.9% | -49.7% |
| 3M | -39.7% | +13.4% | -53.1% | -44.2% |
| 6M | -57.8% | +10.9% | -68.7% | -61.6% |
| YTD | +4.1% | +13.0% | -8.9% | -7.7% |
| 1Y | +20.8% | +12.0% | +8.8% | +7.6% |
| 3Y | +463.1% | +34.1% | +429.0% | +343.9% |
| 5Y | +302.3% | +3.9% | +298.4% | +250.7% |
| 10Y | +1,164.4% | +802.0% | +362.4% | +197.6% |
| All | +457.0% | +3,095.4% | -2,638.4% | -37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling