+147.9%
CIEN vs CB
+2,939.2%
-2,791.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +2.0% |
| 7D | -15.2% | +0.5% | -15.7% | -15.5% |
| 30D | -21.5% | -3.1% | -18.4% | -20.6% |
| 3M | -40.1% | +9.0% | -49.0% | -43.4% |
| 6M | -6.6% | +2.9% | -9.4% | -9.6% |
| YTD | +37.3% | +10.1% | +27.1% | +27.4% |
| 1Y | +174.5% | +22.8% | +151.8% | +140.7% |
| 3Y | +562.3% | +73.8% | +488.5% | +376.3% |
| 5Y | +463.9% | +99.2% | +364.8% | +274.4% |
| 10Y | +1,302.4% | +218.2% | +1,084.1% | +591.9% |
| All | +147.9% | +2,939.2% | -2,791.3% | -56.5% |
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 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