+1,431.9%
CIEN vs VMC
+154.4%
+1,277.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +5.4% | -3.7% | +9.1% | +7.0% |
| 30D | -13.7% | -12.8% | -0.9% | -8.9% |
| 3M | -23.0% | -7.9% | -15.1% | -21.4% |
| 6M | -0.8% | -7.5% | +6.7% | +1.1% |
| YTD | +43.1% | -11.6% | +54.7% | +48.3% |
| 1Y | +157.6% | -14.3% | +171.9% | +170.6% |
| 3Y | +593.8% | +18.5% | +575.3% | +539.4% |
| 5Y | +520.6% | +46.8% | +473.8% | +422.6% |
| All | +1,431.9% | +154.4% | +1,277.5% | +944.2% |
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