+186.8%
CIEN vs CAPR
+35.6%
+151.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.6% | +9.9% | +6.3% |
| 7D | -5.3% | -9.5% | +4.2% | -5.3% |
| 30D | -17.2% | +121.5% | -138.8% | -16.6% |
| 3M | -26.9% | -65.4% | +38.5% | -26.9% |
| 6M | +16.0% | -67.5% | +83.5% | +15.9% |
| YTD | +45.9% | -68.6% | +114.5% | +45.8% |
| 1Y | +186.8% | +42.7% | +144.1% | +210.2% |
| All | +186.8% | +35.6% | +151.2% | +210.2% |
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