+1,019.2%
CIEN vs CAPR
-99.1%
+1,118.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.1% |
| 7D | -15.2% | -2.0% | -13.2% | -15.2% |
| 30D | -21.5% | +139.2% | -160.7% | -22.0% |
| 3M | -40.1% | -66.4% | +26.3% | -39.9% |
| 6M | -6.6% | -63.1% | +56.6% | -6.3% |
| YTD | +37.3% | -67.4% | +104.7% | +37.7% |
| 1Y | +174.5% | +58.2% | +116.3% | +170.0% |
| 3Y | +562.3% | +42.2% | +520.1% | +545.3% |
| 5Y | +463.9% | +87.3% | +376.7% | +446.1% |
| 10Y | +1,302.4% | -75.3% | +1,377.6% | +1,237.7% |
| All | +1,019.2% | -99.1% | +1,118.3% | +960.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling