+479.3%
CIEN vs VUG
+1,200.5%
-721.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.4% |
| 7D | +27.4% | +4.4% | +23.0% | +20.8% |
| 30D | -26.6% | -7.3% | -19.2% | -17.0% |
| 3M | -32.0% | -4.2% | -27.7% | -26.1% |
| 6M | -49.1% | -1.6% | -47.5% | -46.3% |
| YTD | +25.7% | +4.9% | +20.8% | +22.8% |
| 1Y | +40.3% | +3.8% | +36.5% | +40.0% |
| 3Y | +566.2% | +79.4% | +486.8% | +240.8% |
| 5Y | +378.7% | +63.9% | +314.8% | +165.0% |
| 10Y | +1,252.3% | +404.0% | +848.3% | +33.8% |
| All | +479.3% | +1,200.5% | -721.2% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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