+506.7%
CIEN vs CCI
-50.2%
+556.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.1% | +6.3% |
| 7D | -5.3% | +0.2% | -5.5% | -5.3% |
| 30D | -17.2% | +0.5% | -17.7% | -17.3% |
| 3M | -26.9% | -16.3% | -10.6% | -25.5% |
| 6M | +16.0% | -13.9% | +30.0% | +17.5% |
| YTD | +45.9% | -12.4% | +58.4% | +46.8% |
| 1Y | +186.8% | -15.2% | +202.0% | +190.1% |
| 3Y | +607.8% | -9.9% | +617.6% | +571.2% |
| 5Y | +506.7% | -50.8% | +557.6% | +607.6% |
| All | +506.7% | -50.2% | +556.9% | +607.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling