+1,475.7%
CIEN vs CB
+218.8%
+1,256.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.8% | +6.7% |
| 7D | -5.3% | -0.6% | -4.7% | -5.3% |
| 30D | -17.2% | -3.9% | -13.3% | -16.5% |
| 3M | -26.9% | +4.9% | -31.8% | -28.7% |
| 6M | +16.0% | +3.3% | +12.8% | +13.3% |
| YTD | +45.9% | +8.5% | +37.4% | +39.2% |
| 1Y | +186.8% | +22.1% | +164.7% | +161.0% |
| 3Y | +607.8% | +70.1% | +537.7% | +447.8% |
| 5Y | +506.7% | +97.4% | +409.3% | +336.7% |
| All | +1,475.7% | +218.8% | +1,256.8% | +713.0% |
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