+592.2%
CIEN vs CCI
-10.8%
+603.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -1.2% |
| 7D | -4.6% | -0.3% | -4.3% | -4.6% |
| 30D | -12.8% | +2.1% | -15.0% | -12.4% |
| 3M | -23.1% | -17.8% | -5.2% | -24.6% |
| 6M | +6.1% | -14.2% | +20.3% | +4.8% |
| YTD | +44.5% | -13.3% | +57.9% | +42.6% |
| 1Y | +176.6% | -16.6% | +193.2% | +171.8% |
| All | +592.2% | -10.8% | +603.0% | +561.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling