+966.7%
CIEN vs VEU
+174.2%
+792.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.5% |
| 7D | +15.3% | +2.1% | +13.2% | +12.9% |
| 30D | -22.0% | -0.9% | -21.1% | -20.4% |
| 3M | -36.6% | -5.4% | -31.3% | -31.6% |
| 6M | -51.5% | -1.8% | -49.7% | -49.2% |
| YTD | +20.0% | +10.9% | +9.0% | +11.0% |
| 1Y | +44.5% | +13.6% | +30.9% | +30.7% |
| 3Y | +539.0% | +69.3% | +469.8% | +278.6% |
| 5Y | +356.8% | +48.1% | +308.7% | +215.0% |
| 10Y | +1,190.4% | +148.0% | +1,042.4% | +394.6% |
| All | +966.7% | +174.2% | +792.5% | +342.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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