+174.5%
CIEN vs VMC
-8.5%
+183.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.8% |
| 7D | -15.2% | -4.3% | -10.9% | -14.0% |
| 30D | -21.5% | -8.2% | -13.2% | -19.6% |
| 3M | -40.1% | -7.0% | -33.0% | -39.8% |
| 6M | -6.6% | -10.8% | +4.2% | -3.3% |
| YTD | +37.3% | -7.4% | +44.6% | +37.4% |
| 1Y | +174.5% | -9.5% | +184.0% | +183.7% |
| All | +174.5% | -8.5% | +183.1% | +183.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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