+157.7%
NEM vs CIEN
+500.1%
-342.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.4% |
| 7D | +3.1% | -4.6% | +7.6% | +3.6% |
| 30D | +10.0% | -12.8% | +22.8% | +11.8% |
| 3M | +30.9% | -23.1% | +54.0% | +34.6% |
| 6M | +10.5% | +6.1% | +4.4% | +8.1% |
| YTD | +29.7% | +44.5% | -14.8% | +21.4% |
| 1Y | +71.1% | +176.6% | -105.5% | +49.8% |
| 3Y | +252.1% | +601.0% | -348.9% | +173.7% |
| 5Y | +157.7% | +509.1% | -351.4% | +87.5% |
| All | +157.7% | +500.1% | -342.4% | +87.5% |
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