+44.0%
CIEN vs CCI
+1,106.5%
-1,062.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | +27.4% | -1.4% | +28.8% | +27.9% |
| 30D | -26.6% | +12.7% | -39.3% | -30.5% |
| 3M | -32.0% | +23.0% | -55.0% | -38.2% |
| 6M | -49.1% | +0.6% | -49.7% | -50.8% |
| YTD | +25.7% | +4.9% | +20.8% | +18.2% |
| 1Y | +40.3% | +0.7% | +39.6% | +34.3% |
| 3Y | +566.2% | +10.2% | +556.0% | +485.5% |
| 5Y | +378.7% | -36.4% | +415.2% | +420.1% |
| 10Y | +1,252.3% | +66.6% | +1,185.7% | +850.4% |
| All | +44.0% | +1,106.5% | -1,062.5% | -70.8% |
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