+355.8%
CIEN vs CB
+107.6%
+248.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.6% | -4.5% |
| 7D | +15.3% | +2.9% | +12.3% | +15.4% |
| 30D | -22.0% | +7.3% | -29.3% | -21.9% |
| 3M | -36.6% | +9.4% | -46.0% | -36.6% |
| 6M | -51.5% | +19.6% | -71.1% | -52.2% |
| YTD | +20.0% | +21.5% | -1.5% | +17.3% |
| 1Y | +44.5% | +28.0% | +16.5% | +39.3% |
| 3Y | +539.0% | +74.9% | +464.2% | +435.1% |
| All | +355.8% | +107.6% | +248.2% | +252.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling