+67.1%
V vs CIEN
+514.2%
-447.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.3% | -8.0% | -2.3% |
| 7D | -1.1% | -5.3% | +4.2% | -0.7% |
| 30D | +1.9% | -17.2% | +19.1% | +3.3% |
| 3M | +15.5% | -26.9% | +42.4% | +17.9% |
| 6M | +16.6% | +16.0% | +0.6% | +9.8% |
| YTD | +5.7% | +45.9% | -40.2% | -4.9% |
| 1Y | +8.6% | +186.8% | -178.2% | -13.6% |
| 3Y | +52.5% | +607.8% | -555.3% | -4.3% |
| 5Y | +67.1% | +506.7% | -439.6% | +14.6% |
| All | +67.1% | +514.2% | -447.0% | +14.6% |
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