+858.8%
CIEN vs VIG
+655.8%
+203.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | +15.3% | +3.5% | +11.8% | +10.0% |
| 30D | -22.0% | +4.9% | -26.9% | -27.1% |
| 3M | -36.6% | +2.5% | -39.2% | -38.7% |
| 6M | -51.5% | +11.0% | -62.5% | -58.2% |
| YTD | +20.0% | +16.0% | +4.0% | -2.3% |
| 1Y | +44.5% | +17.5% | +26.9% | +15.9% |
| 3Y | +539.0% | +67.0% | +472.0% | +220.7% |
| 5Y | +356.8% | +64.8% | +292.0% | +135.6% |
| 10Y | +1,190.4% | +263.6% | +926.8% | +94.6% |
| All | +858.8% | +655.8% | +203.0% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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