+1,438.7%
CIEN vs CI
+142.6%
+1,296.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +6.7% |
| 7D | -5.3% | -2.0% | -3.3% | -4.9% |
| 30D | -17.2% | -1.8% | -15.4% | -17.0% |
| 3M | -26.9% | -4.2% | -22.6% | -26.5% |
| 6M | +16.0% | +2.7% | +13.3% | +14.0% |
| YTD | +45.9% | +1.9% | +44.0% | +43.4% |
| 1Y | +186.8% | -6.3% | +193.0% | +185.1% |
| 3Y | +607.8% | +3.9% | +603.9% | +554.9% |
| 5Y | +506.7% | +41.9% | +464.9% | +390.3% |
| 10Y | +1,438.7% | +140.4% | +1,298.3% | +825.9% |
| All | +1,438.7% | +142.6% | +1,296.2% | +825.9% |
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