+3,896.3%
MO vs CIEN
+177.9%
+3,718.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -0.9% |
| 7D | +0.3% | -15.2% | +15.5% | +0.8% |
| 30D | +0.6% | -21.5% | +22.1% | +1.3% |
| 3M | -1.0% | -40.1% | +39.1% | +0.4% |
| 6M | +4.3% | -6.6% | +10.9% | +3.8% |
| YTD | +23.3% | +37.3% | -14.0% | +20.8% |
| 1Y | +10.5% | +174.5% | -164.1% | +5.3% |
| 3Y | +96.3% | +562.3% | -466.0% | +79.2% |
| 5Y | +98.9% | +463.9% | -365.1% | +81.7% |
| 10Y | +103.6% | +1,302.4% | -1,198.8% | +78.9% |
| All | +3,896.3% | +177.9% | +3,718.4% | +3,034.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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