+574.4%
CIEN vs VMC
+37.8%
+536.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.8% | +9.3% |
| 7D | +8.7% | -4.3% | +13.0% | +11.3% |
| 30D | -26.9% | +16.2% | -43.1% | -32.5% |
| 3M | -23.6% | -0.8% | -22.8% | -23.6% |
| 6M | -49.1% | +1.2% | -50.3% | -50.5% |
| YTD | +26.6% | +0.5% | +26.1% | +22.4% |
| 1Y | +42.7% | -2.9% | +45.6% | +41.8% |
| All | +574.4% | +37.8% | +536.6% | +452.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling