+42.7%
CIEN vs CB
+29.2%
+13.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.5% | +9.2% |
| 7D | +8.7% | -1.0% | +9.8% | +7.2% |
| 30D | -26.9% | +7.3% | -34.2% | -18.9% |
| 3M | -23.6% | +7.0% | -30.6% | -14.9% |
| 6M | -49.1% | +16.3% | -65.4% | -37.2% |
| YTD | +26.6% | +19.7% | +6.9% | +71.6% |
| 1Y | +42.7% | +27.8% | +14.9% | +95.2% |
| All | +42.7% | +29.2% | +13.5% | +95.2% |
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