+404.0%
NEM vs CIEN
+195.5%
+208.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.3% | -7.1% | -1.1% |
| 7D | +3.9% | -5.3% | +9.1% | +4.1% |
| 30D | +12.7% | -17.2% | +30.0% | +13.6% |
| 3M | +28.7% | -26.9% | +55.5% | +30.2% |
| 6M | +9.8% | +16.0% | -6.2% | +8.5% |
| YTD | +28.1% | +45.9% | -17.8% | +25.2% |
| 1Y | +69.3% | +186.8% | -117.4% | +60.6% |
| 3Y | +247.7% | +607.8% | -360.1% | +214.8% |
| 5Y | +153.4% | +506.7% | -353.4% | +129.4% |
| 10Y | +291.3% | +1,438.7% | -1,147.5% | +239.9% |
| All | +404.0% | +195.5% | +208.5% | +312.0% |
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