+1,188.7%
CIEN vs CAPR
-64.9%
+1,253.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +9.4% | +1.2% | +10.6% |
| 7D | -5.3% | +36.0% | -41.3% | -5.6% |
| 30D | -40.1% | +25.8% | -65.9% | -40.3% |
| 3M | -34.7% | +140.8% | -175.5% | -35.4% |
| 6M | -50.9% | -67.6% | +16.7% | -50.6% |
| YTD | +15.2% | -65.9% | +81.0% | +15.6% |
| 1Y | +35.2% | +66.1% | -30.9% | +31.4% |
| 3Y | +522.6% | +256.9% | +265.7% | +484.1% |
| 5Y | +344.2% | +172.1% | +172.1% | +314.6% |
| 10Y | +1,188.7% | -64.7% | +1,253.4% | +1,069.7% |
| All | +1,188.7% | -64.9% | +1,253.6% | +1,069.7% |
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