+127.0%
CIEN vs VMC
+2,046.9%
-1,919.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.1% |
| 7D | +27.4% | -1.7% | +29.1% | +28.5% |
| 30D | -26.6% | +15.3% | -41.8% | -32.3% |
| 3M | -32.0% | +0.3% | -32.3% | -32.6% |
| 6M | -49.1% | +0.9% | -49.9% | -50.5% |
| YTD | +25.7% | -1.0% | +26.7% | +22.9% |
| 1Y | +40.3% | -4.3% | +44.6% | +40.0% |
| 3Y | +566.2% | +35.3% | +530.9% | +451.9% |
| 5Y | +378.7% | +44.4% | +334.3% | +278.3% |
| 10Y | +1,252.3% | +128.0% | +1,124.3% | +644.2% |
| All | +127.0% | +2,046.9% | -1,919.8% | -78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling