+157.6%
CIEN vs VFC
-14.7%
+172.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.7% |
| 7D | +5.4% | -3.3% | +8.7% | +6.0% |
| 30D | -13.7% | -14.0% | +0.3% | -11.3% |
| 3M | -23.0% | -22.6% | -0.5% | -19.8% |
| 6M | -0.8% | -24.7% | +23.9% | +3.4% |
| YTD | +43.1% | -29.0% | +72.0% | +49.5% |
| 1Y | +157.6% | -13.8% | +171.4% | +152.5% |
| All | +157.6% | -14.7% | +172.4% | +152.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling