+147.9%
CIEN vs CCEP
+1,796.2%
-1,648.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +2.2% |
| 7D | -15.2% | -3.1% | -12.1% | -14.3% |
| 30D | -21.5% | -2.6% | -18.9% | -20.9% |
| 3M | -40.1% | +14.9% | -55.0% | -43.6% |
| 6M | -6.6% | +2.3% | -8.8% | -8.2% |
| YTD | +37.3% | +17.8% | +19.4% | +27.6% |
| 1Y | +174.5% | +24.2% | +150.3% | +149.1% |
| 3Y | +562.3% | +84.7% | +477.5% | +409.6% |
| 5Y | +463.9% | +103.2% | +360.8% | +315.1% |
| 10Y | +1,302.4% | +257.4% | +1,045.0% | +689.2% |
| All | +147.9% | +1,796.2% | -1,648.3% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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