+1,438.7%
CIEN vs CAPR
-77.1%
+1,515.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.6% | +9.9% | +6.4% |
| 7D | -5.3% | -9.5% | +4.2% | -5.2% |
| 30D | -17.2% | +121.5% | -138.8% | -18.0% |
| 3M | -26.9% | -65.4% | +38.5% | -26.5% |
| 6M | +16.0% | -67.5% | +83.5% | +16.6% |
| YTD | +45.9% | -68.6% | +114.5% | +46.7% |
| 1Y | +186.8% | +42.7% | +144.1% | +179.3% |
| 3Y | +607.8% | +43.4% | +564.4% | +572.8% |
| 5Y | +506.7% | +86.0% | +420.7% | +468.4% |
| 10Y | +1,438.7% | -77.4% | +1,516.1% | +1,356.9% |
| All | +1,438.7% | -77.1% | +1,515.8% | +1,356.9% |
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