+147.9%
CIEN vs VMC
+1,908.7%
-1,760.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.6% |
| 7D | -15.2% | -4.3% | -10.9% | -13.1% |
| 30D | -21.5% | -8.2% | -13.2% | -18.0% |
| 3M | -40.1% | -7.0% | -33.0% | -38.7% |
| 6M | -6.6% | -10.8% | +4.2% | -2.2% |
| YTD | +37.3% | -7.4% | +44.6% | +40.2% |
| 1Y | +174.5% | -9.5% | +184.0% | +183.8% |
| 3Y | +562.3% | +20.5% | +541.8% | +486.6% |
| 5Y | +463.9% | +51.6% | +412.4% | +336.9% |
| 10Y | +1,302.4% | +150.0% | +1,152.3% | +632.4% |
| All | +147.9% | +1,908.7% | -1,760.8% | -75.9% |
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