+105.5%
V vs CIEN
+348.4%
-242.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.7% | -10.8% | -0.9% |
| 7D | -0.8% | -5.3% | +4.5% | -0.6% |
| 30D | +9.5% | -40.1% | +49.6% | +13.4% |
| 3M | +16.7% | -34.7% | +51.4% | +19.4% |
| 6M | +32.9% | -50.9% | +83.8% | +38.8% |
| YTD | +21.1% | +15.2% | +5.9% | +9.7% |
| 1Y | +26.6% | +35.2% | -8.5% | +11.2% |
| 3Y | +78.4% | +522.6% | -444.2% | +8.3% |
| 5Y | +105.5% | +344.2% | -238.7% | +33.0% |
| All | +105.5% | +348.4% | -242.9% | +33.0% |
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 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