+506.7%
CIEN vs VSH
+65.5%
+441.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.4% | +6.8% |
| 7D | -5.3% | +6.2% | -11.5% | -8.2% |
| 30D | -17.2% | -11.1% | -6.1% | -12.2% |
| 3M | -26.9% | -44.9% | +18.0% | -4.4% |
| 6M | +16.0% | +90.0% | -73.9% | -20.3% |
| YTD | +45.9% | +118.8% | -72.9% | -7.0% |
| 1Y | +186.8% | +109.0% | +77.8% | +85.2% |
| 3Y | +607.8% | +35.6% | +572.1% | +440.1% |
| 5Y | +506.7% | +66.7% | +440.0% | +283.0% |
| All | +506.7% | +65.5% | +441.2% | +283.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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