+349.8%
CIEN vs CCI
-36.7%
+386.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.9% |
| 7D | -9.3% | +3.2% | -12.5% | -9.6% |
| 30D | -39.5% | +12.2% | -51.7% | -40.1% |
| 3M | -29.8% | +23.1% | -53.0% | -31.3% |
| 6M | -50.4% | +1.3% | -51.6% | -50.5% |
| YTD | +16.3% | +4.5% | +11.9% | +14.8% |
| 1Y | +30.4% | +2.3% | +28.0% | +29.2% |
| 3Y | +516.6% | +9.8% | +506.8% | +469.3% |
| 5Y | +349.8% | -36.5% | +386.3% | +430.7% |
| All | +349.8% | -36.7% | +386.5% | +430.7% |
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