+509.1%
CIEN vs VMC
+48.3%
+460.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | +0.8% |
| 7D | -4.6% | -5.3% | +0.8% | -1.7% |
| 30D | -12.8% | -12.3% | -0.6% | -6.6% |
| 3M | -23.1% | -10.3% | -12.8% | -19.9% |
| 6M | +6.1% | -8.6% | +14.7% | +9.1% |
| YTD | +44.5% | -11.9% | +56.4% | +51.0% |
| 1Y | +176.6% | -13.9% | +190.5% | +193.3% |
| 3Y | +601.0% | +18.2% | +582.8% | +509.9% |
| 5Y | +509.1% | +47.7% | +461.4% | +352.4% |
| All | +509.1% | +48.3% | +460.9% | +352.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling