+189.0%
CDE vs CIEN
+544.2%
-355.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.5% | -3.3% | -0.2% |
| 7D | -3.1% | +8.9% | -12.0% | -5.8% |
| 30D | +9.5% | -19.1% | +28.6% | +16.3% |
| 3M | +25.5% | -21.5% | +47.0% | +32.7% |
| 6M | -7.9% | +2.8% | -10.7% | -12.0% |
| YTD | +15.6% | +49.5% | -33.9% | -3.1% |
| 1Y | +34.0% | +163.8% | -129.8% | -5.6% |
| 3Y | +791.9% | +615.8% | +176.1% | +330.3% |
| All | +189.0% | +544.2% | -355.2% | +34.5% |
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