+1,188.7%
CIEN vs CB
+246.2%
+942.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.4% | +11.1% | +10.8% |
| 7D | -5.3% | -1.5% | -3.8% | -5.0% |
| 30D | -40.1% | +6.5% | -46.6% | -41.4% |
| 3M | -34.7% | +4.1% | -38.8% | -35.8% |
| 6M | -50.9% | +14.4% | -65.3% | -53.5% |
| YTD | +15.2% | +17.5% | -2.3% | +7.1% |
| 1Y | +35.2% | +27.5% | +7.6% | +21.9% |
| 3Y | +522.6% | +71.6% | +451.0% | +386.0% |
| 5Y | +344.2% | +100.6% | +243.6% | +221.2% |
| 10Y | +1,188.7% | +243.0% | +945.7% | +574.1% |
| All | +1,188.7% | +246.2% | +942.5% | +574.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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