+1,500.5%
CIEN vs VRSK
+126.1%
+1,374.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.3% | +4.4% |
| 7D | +8.9% | -5.2% | +14.1% | +10.2% |
| 30D | -19.1% | -2.3% | -16.8% | -19.0% |
| 3M | -21.5% | -2.9% | -18.6% | -22.5% |
| 6M | +2.8% | -12.8% | +15.6% | +4.2% |
| YTD | +49.5% | -20.8% | +70.3% | +56.2% |
| 1Y | +163.8% | -33.2% | +197.0% | +195.8% |
| 3Y | +615.8% | -26.6% | +642.4% | +630.1% |
| 5Y | +548.4% | -11.3% | +559.7% | +474.8% |
| All | +1,500.5% | +126.1% | +1,374.4% | +722.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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