+1,184.7%
CIEN vs CB
+246.9%
+937.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.5% | +0.6% |
| 7D | -9.3% | +0.7% | -10.0% | -9.5% |
| 30D | -39.5% | +8.2% | -47.7% | -41.0% |
| 3M | -29.8% | +6.3% | -36.1% | -31.4% |
| 6M | -50.4% | +16.2% | -66.5% | -53.2% |
| YTD | +16.3% | +19.3% | -3.0% | +7.8% |
| 1Y | +30.4% | +29.2% | +1.1% | +17.2% |
| 3Y | +516.6% | +71.4% | +445.1% | +382.8% |
| 5Y | +349.8% | +104.2% | +245.5% | +223.6% |
| 10Y | +1,184.7% | +246.7% | +938.0% | +571.3% |
| All | +1,184.7% | +246.9% | +937.8% | +571.3% |
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