+147.9%
CIEN vs CI
+2,047.0%
-1,899.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.6% |
| 7D | -15.2% | +1.3% | -16.5% | -15.7% |
| 30D | -21.5% | +4.4% | -25.9% | -22.8% |
| 3M | -40.1% | +0.7% | -40.7% | -40.7% |
| 6M | -6.6% | +0.3% | -6.9% | -8.0% |
| YTD | +37.3% | +3.8% | +33.4% | +33.0% |
| 1Y | +174.5% | -5.5% | +180.0% | +170.9% |
| 3Y | +562.3% | +8.1% | +554.2% | +495.6% |
| 5Y | +463.9% | +42.8% | +421.1% | +348.6% |
| 10Y | +1,302.4% | +143.9% | +1,158.5% | +754.5% |
| All | +147.9% | +2,047.0% | -1,899.1% | -50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling