-49.1%
CIEN vs CI
+5.0%
-54.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.6% | +9.4% | +8.3% |
| 7D | +8.7% | -1.3% | +10.0% | +7.4% |
| 30D | -26.9% | +6.4% | -33.3% | -22.6% |
| 3M | -23.6% | +10.7% | -34.3% | -16.9% |
| 6M | -49.1% | +5.5% | -54.6% | -44.7% |
| All | -49.1% | +5.0% | -54.1% | -44.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling