-86.2%
CDE vs CIEN
+192.6%
-278.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.8% |
| 7D | -2.0% | -4.6% | +2.6% | -1.5% |
| 30D | +15.7% | -12.8% | +28.5% | +17.5% |
| 3M | +30.5% | -23.1% | +53.6% | +34.4% |
| 6M | -7.4% | +6.1% | -13.5% | -9.1% |
| YTD | +17.9% | +44.5% | -26.6% | +10.7% |
| 1Y | +46.7% | +176.6% | -129.9% | +26.5% |
| 3Y | +851.3% | +601.0% | +250.3% | +616.1% |
| 5Y | +202.9% | +509.1% | -306.2% | +129.0% |
| 10Y | +58.2% | +1,460.5% | -1,402.3% | +6.1% |
| All | -86.2% | +192.6% | -278.8% | -91.9% |
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