+911.8%
CIEN vs VIG
+655.8%
+255.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +8.0% | +7.6% |
| 7D | +8.7% | -0.3% | +9.1% | +10.3% |
| 30D | -26.9% | +4.9% | -31.8% | -31.7% |
| 3M | -23.6% | +2.9% | -26.5% | -26.6% |
| 6M | -49.1% | +11.2% | -60.3% | -56.3% |
| YTD | +26.6% | +16.0% | +10.6% | +3.1% |
| 1Y | +42.7% | +17.0% | +25.8% | +15.5% |
| 3Y | +570.8% | +66.9% | +504.0% | +237.1% |
| 5Y | +386.4% | +65.8% | +320.6% | +148.6% |
| 10Y | +1,261.7% | +263.6% | +998.1% | +105.3% |
| All | +911.8% | +655.8% | +255.9% | -46.2% |
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