+2,575.0%
CIEN vs VCLT
+103.4%
+2,471.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -15.2% | -0.5% | -14.7% | -15.1% |
| 30D | -21.5% | -0.9% | -20.6% | -21.4% |
| 3M | -40.1% | -3.2% | -36.8% | -39.9% |
| 6M | -6.6% | -3.8% | -2.8% | -6.2% |
| YTD | +37.3% | -2.0% | +39.3% | +37.6% |
| 1Y | +174.5% | -0.8% | +175.4% | +175.1% |
| 3Y | +562.3% | +12.3% | +550.0% | +560.4% |
| 5Y | +463.9% | -15.4% | +479.4% | +436.0% |
| 10Y | +1,302.4% | +15.7% | +1,286.6% | +1,422.9% |
| All | +2,575.0% | +103.4% | +2,471.6% | +4,363.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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