+87.9%
CIEN vs CCEP
+1,982.1%
-1,894.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.4% | +5.8% |
| 7D | -24.1% | +2.6% | -26.7% | -25.1% |
| 30D | -45.5% | +15.1% | -60.6% | -48.7% |
| 3M | -39.7% | +7.3% | -47.0% | -42.1% |
| 6M | -57.8% | +23.4% | -81.2% | -61.8% |
| YTD | +4.1% | +29.4% | -25.3% | -7.5% |
| 1Y | +20.8% | +34.2% | -13.4% | +5.7% |
| 3Y | +463.1% | +108.4% | +354.8% | +310.1% |
| 5Y | +302.3% | +147.3% | +155.0% | +172.9% |
| 10Y | +1,164.4% | +301.3% | +863.0% | +574.8% |
| All | +87.9% | +1,982.1% | -1,894.2% | -47.4% |
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