+539.0%
CIEN vs CI
+7.2%
+531.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.5% |
| 7D | +15.3% | +1.2% | +14.1% | +15.5% |
| 30D | -22.0% | +2.6% | -24.5% | -21.5% |
| 3M | -36.6% | +7.4% | -44.1% | -35.7% |
| 6M | -51.5% | -0.1% | -51.3% | -50.8% |
| YTD | +20.0% | +9.7% | +10.2% | +22.3% |
| 1Y | +44.5% | +12.1% | +32.3% | +47.5% |
| 3Y | +539.0% | +7.0% | +532.0% | +552.8% |
| All | +539.0% | +7.2% | +531.9% | +552.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling