+33.3%
CIEN vs CCI
+1,102.0%
-1,068.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.3% |
| 7D | -9.3% | +3.2% | -12.5% | -10.8% |
| 30D | -39.5% | +12.2% | -51.7% | -42.7% |
| 3M | -29.8% | +23.1% | -53.0% | -36.2% |
| 6M | -50.4% | +1.3% | -51.6% | -52.2% |
| YTD | +16.3% | +4.5% | +11.9% | +9.6% |
| 1Y | +30.4% | +2.3% | +28.0% | +23.9% |
| 3Y | +516.6% | +9.8% | +506.8% | +442.8% |
| 5Y | +349.8% | -36.5% | +386.3% | +389.0% |
| 10Y | +1,184.7% | +64.7% | +1,120.0% | +807.3% |
| All | +33.3% | +1,102.0% | -1,068.7% | -72.9% |
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