+44.5%
CIEN vs CCI
+2.5%
+42.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.8% | -4.4% |
| 7D | +15.3% | +2.5% | +12.7% | +15.7% |
| 30D | -22.0% | +14.4% | -36.4% | -20.3% |
| 3M | -36.6% | +21.7% | -58.3% | -35.7% |
| 6M | -51.5% | +4.0% | -55.5% | -51.2% |
| YTD | +20.0% | +6.2% | +13.7% | +19.5% |
| 1Y | +44.5% | +5.4% | +39.0% | +46.9% |
| All | +44.5% | +2.5% | +42.0% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 1y: compounded portfolio wealth divided by compounded CCI 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…
1y analysis · Full analysis span regression · 6 months rolling