+1,146.8%
CIEN vs CAPR
-65.7%
+1,212.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.9% | +2.4% | -4.5% |
| 7D | +15.3% | +5.9% | +9.4% | +15.2% |
| 30D | -22.0% | +44.6% | -66.6% | -22.3% |
| 3M | -36.6% | +126.4% | -163.0% | -37.3% |
| 6M | -51.5% | -68.6% | +17.1% | -51.2% |
| YTD | +20.0% | -67.0% | +86.9% | +20.4% |
| 1Y | +44.5% | +65.2% | -20.7% | +40.5% |
| 3Y | +539.0% | +235.6% | +303.5% | +500.5% |
| 5Y | +356.8% | +175.4% | +181.4% | +326.5% |
| All | +1,146.8% | -65.7% | +1,212.6% | +975.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling