+1,206.6%
CIEN vs CI
+145.6%
+1,061.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | +27.4% | -1.7% | +29.1% | +27.8% |
| 30D | -26.6% | +4.9% | -31.4% | -27.6% |
| 3M | -32.0% | +7.4% | -39.3% | -33.4% |
| 6M | -49.1% | +0.4% | -49.4% | -49.7% |
| YTD | +25.7% | +9.5% | +16.2% | +21.1% |
| 1Y | +40.3% | +12.0% | +28.4% | +34.3% |
| 3Y | +566.2% | +7.1% | +559.1% | +514.7% |
| 5Y | +378.7% | +49.3% | +329.4% | +283.5% |
| All | +1,206.6% | +145.6% | +1,061.0% | +727.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling