+1,206.6%
CIEN vs VMC
+126.5%
+1,080.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.1% |
| 7D | +27.4% | -1.7% | +29.1% | +28.3% |
| 30D | -26.6% | +15.3% | -41.8% | -31.1% |
| 3M | -32.0% | +0.3% | -32.3% | -32.4% |
| 6M | -49.1% | +0.9% | -49.9% | -50.2% |
| YTD | +25.7% | -1.0% | +26.7% | +23.7% |
| 1Y | +40.3% | -4.3% | +44.6% | +40.4% |
| 3Y | +566.2% | +35.3% | +530.9% | +478.3% |
| 5Y | +378.7% | +44.4% | +334.3% | +299.1% |
| All | +1,206.6% | +126.5% | +1,080.2% | +806.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling