+1,146.8%
CIEN vs CB
+250.2%
+896.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.6% | -4.8% |
| 7D | +15.3% | +2.9% | +12.3% | +14.4% |
| 30D | -22.0% | +7.3% | -29.3% | -23.7% |
| 3M | -36.6% | +9.4% | -46.0% | -38.5% |
| 6M | -51.5% | +19.6% | -71.1% | -54.6% |
| YTD | +20.0% | +21.5% | -1.5% | +10.6% |
| 1Y | +44.5% | +28.0% | +16.5% | +30.6% |
| 3Y | +539.0% | +74.9% | +464.2% | +397.7% |
| 5Y | +356.8% | +108.1% | +248.7% | +227.1% |
| All | +1,146.8% | +250.2% | +896.6% | +548.3% |
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