+615.8%
CIEN vs VYM
+65.1%
+550.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +3.2% |
| 7D | +8.9% | -0.8% | +9.7% | +10.5% |
| 30D | -19.1% | -2.2% | -16.8% | -15.7% |
| 3M | -21.5% | +3.1% | -24.6% | -26.0% |
| 6M | +2.8% | +9.7% | -6.9% | -12.4% |
| YTD | +49.5% | +14.9% | +34.6% | +17.9% |
| 1Y | +163.8% | +17.6% | +146.2% | +101.5% |
| 3Y | +615.8% | +65.3% | +550.5% | +247.1% |
| All | +615.8% | +65.1% | +550.8% | +247.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling