+57.3%
CIEN vs CCI
+905.5%
-848.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.9% |
| 7D | -15.2% | -0.4% | -14.8% | -15.2% |
| 30D | -21.5% | +2.7% | -24.2% | -22.5% |
| 3M | -40.1% | -18.2% | -21.9% | -36.0% |
| 6M | -6.6% | -14.8% | +8.2% | -2.9% |
| YTD | +37.3% | -12.6% | +49.9% | +40.2% |
| 1Y | +174.5% | -16.7% | +191.3% | +185.6% |
| 3Y | +562.3% | -10.5% | +572.8% | +537.6% |
| 5Y | +463.9% | -51.4% | +515.4% | +590.0% |
| 10Y | +1,302.4% | +20.0% | +1,282.3% | +1,034.6% |
| All | +57.3% | +905.5% | -848.2% | -65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling