+48.9%
CIEN vs CI
+21.2%
+27.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.4% | -12.7% | -7.6% |
| 7D | -25.0% | +3.5% | -28.6% | -23.6% |
| 30D | -30.1% | +12.6% | -42.7% | -26.2% |
| 3M | -33.8% | +12.1% | -45.8% | -30.1% |
| 6M | -49.4% | +10.6% | -60.0% | -46.0% |
| YTD | +16.4% | +12.8% | +3.6% | +24.5% |
| 1Y | +48.9% | +18.0% | +30.9% | +61.1% |
| All | +48.9% | +21.2% | +27.7% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling