+477.0%
CIEN vs CI
+42.7%
+434.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.1% |
| 7D | -15.2% | +1.3% | -16.5% | -15.2% |
| 30D | -21.5% | +4.4% | -25.9% | -21.6% |
| 3M | -40.1% | +0.7% | -40.7% | -40.1% |
| 6M | -6.6% | +0.3% | -6.9% | -6.7% |
| YTD | +37.3% | +3.8% | +33.4% | +36.6% |
| 1Y | +174.5% | -5.5% | +180.0% | +174.9% |
| 3Y | +562.3% | +8.1% | +554.2% | +528.2% |
| All | +477.0% | +42.7% | +434.3% | +370.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling