+186.8%
CIEN vs CB
+22.5%
+164.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.8% | +4.7% |
| 7D | -5.3% | -0.6% | -4.7% | -5.5% |
| 30D | -17.2% | -3.9% | -13.3% | -19.8% |
| 3M | -26.9% | +4.9% | -31.8% | -22.6% |
| 6M | +16.0% | +3.3% | +12.8% | +22.4% |
| YTD | +45.9% | +8.5% | +37.4% | +65.7% |
| 1Y | +186.8% | +22.1% | +164.7% | +240.5% |
| All | +186.8% | +22.5% | +164.3% | +240.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling