+87.9%
CIEN vs CB
+3,157.5%
-3,069.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.2% | +6.3% |
| 7D | -24.1% | +0.2% | -24.4% | -24.4% |
| 30D | -45.5% | +9.1% | -54.5% | -48.0% |
| 3M | -39.7% | +3.4% | -43.1% | -41.4% |
| 6M | -57.8% | +14.1% | -71.9% | -61.3% |
| YTD | +4.1% | +18.0% | -13.9% | -7.2% |
| 1Y | +20.8% | +30.1% | -9.3% | +2.7% |
| 3Y | +463.1% | +71.8% | +391.4% | +305.7% |
| 5Y | +302.3% | +101.8% | +200.5% | +164.0% |
| 10Y | +1,164.4% | +252.1% | +912.2% | +489.6% |
| All | +87.9% | +3,157.5% | -3,069.5% | -68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling