+29.0%
CIEN vs CAPR
+64.2%
-35.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +9.4% | +1.2% | +10.7% |
| 7D | -5.3% | +36.0% | -41.3% | -5.1% |
| 30D | -40.1% | +25.8% | -65.9% | -40.0% |
| 3M | -34.7% | +140.8% | -175.5% | -34.1% |
| 6M | -50.9% | -67.6% | +16.7% | -50.9% |
| YTD | +15.2% | -65.9% | +81.0% | +15.2% |
| All | +29.0% | +64.2% | -35.1% | +36.6% |
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