+2,349.9%
CIEN vs VCLT
+99.5%
+2,250.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | +27.4% | -1.9% | +29.3% | +27.6% |
| 30D | -26.6% | +1.4% | -28.0% | -26.7% |
| 3M | -32.0% | -1.8% | -30.2% | -31.8% |
| 6M | -49.1% | -3.9% | -45.2% | -48.8% |
| YTD | +25.7% | -3.9% | +29.6% | +26.3% |
| 1Y | +40.3% | -4.7% | +45.0% | +41.1% |
| 3Y | +566.2% | +14.1% | +552.1% | +565.6% |
| 5Y | +378.7% | -16.6% | +395.3% | +356.4% |
| 10Y | +1,252.3% | +21.4% | +1,230.9% | +1,442.9% |
| All | +2,349.9% | +99.5% | +2,250.5% | +3,995.7% |
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