+48.9%
CIEN vs VYM
+21.8%
+27.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.2% | -10.5% | -12.0% |
| 7D | -25.0% | +1.2% | -26.2% | -27.2% |
| 30D | -30.1% | +5.2% | -35.4% | -38.7% |
| 3M | -33.8% | +0.5% | -34.3% | -34.7% |
| 6M | -49.4% | +7.7% | -57.1% | -58.2% |
| YTD | +16.4% | +17.2% | -0.8% | -21.0% |
| 1Y | +48.9% | +21.7% | +27.2% | -5.3% |
| All | +48.9% | +21.8% | +27.1% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling