+1,120.5%
CIEN vs VEU
+192.1%
+928.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.5% |
| 7D | -15.2% | +1.1% | -16.3% | -16.4% |
| 30D | -21.5% | +2.2% | -23.7% | -23.2% |
| 3M | -40.1% | +3.0% | -43.1% | -41.5% |
| 6M | -6.6% | +10.9% | -17.4% | -14.9% |
| YTD | +37.3% | +18.2% | +19.1% | +16.6% |
| 1Y | +174.5% | +28.3% | +146.3% | +114.7% |
| 3Y | +562.3% | +74.6% | +487.6% | +273.5% |
| 5Y | +463.9% | +56.4% | +407.6% | +260.2% |
| 10Y | +1,302.4% | +153.0% | +1,149.3% | +418.2% |
| All | +1,120.5% | +192.1% | +928.4% | +364.5% |
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