+48.9%
CIEN vs CAPR
+47.4%
+1.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +8.3% | -17.5% | -9.2% |
| 7D | -25.0% | +43.2% | -68.2% | -24.8% |
| 30D | -30.1% | +14.7% | -44.8% | -30.0% |
| 3M | -33.8% | +113.9% | -147.7% | -33.2% |
| 6M | -49.4% | -73.4% | +23.9% | -49.6% |
| YTD | +16.4% | -69.1% | +85.5% | +16.4% |
| 1Y | +48.9% | +47.2% | +1.7% | +57.8% |
| All | +48.9% | +47.4% | +1.4% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling