+120.2%
NEM vs CIEN
+356.6%
-236.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +1.1% |
| 7D | -6.4% | +15.3% | -21.7% | -8.3% |
| 30D | +1.4% | -22.0% | +23.4% | +4.2% |
| 3M | -0.7% | -36.6% | +35.9% | +4.5% |
| 6M | -4.5% | -51.5% | +47.0% | +3.6% |
| YTD | +14.0% | +20.0% | -5.9% | +8.1% |
| 1Y | +27.3% | +44.5% | -17.2% | +17.9% |
| 3Y | +250.5% | +539.0% | -288.5% | +173.1% |
| All | +120.2% | +356.6% | -236.4% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling