+304.6%
CIEN vs CAPR
+142.6%
+162.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.7% | +0.8% | +5.4% |
| 7D | -24.1% | +41.1% | -65.2% | -24.3% |
| 30D | -45.5% | +11.1% | -56.6% | -45.5% |
| 3M | -39.7% | +115.3% | -155.0% | -40.0% |
| 6M | -57.8% | -73.8% | +16.0% | -57.6% |
| YTD | +4.1% | -68.8% | +72.9% | +4.5% |
| 1Y | +20.8% | +43.3% | -22.5% | +20.6% |
| 3Y | +463.1% | +214.7% | +248.5% | +401.1% |
| All | +304.6% | +142.6% | +162.0% | +245.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling