+174.5%
CIEN vs VYM
+21.4%
+153.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +2.1% |
| 7D | -15.2% | 0.0% | -15.2% | -15.3% |
| 30D | -21.5% | -0.5% | -20.9% | -20.4% |
| 3M | -40.1% | +3.0% | -43.1% | -44.5% |
| 6M | -6.6% | +8.2% | -14.8% | -23.1% |
| YTD | +37.3% | +15.8% | +21.4% | -2.7% |
| 1Y | +174.5% | +20.8% | +153.7% | +77.8% |
| All | +174.5% | +21.4% | +153.1% | +77.8% |
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