+87.9%
CIEN vs CI
+2,143.5%
-2,055.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.6% | +8.1% | +6.3% |
| 7D | -24.1% | -1.6% | -22.6% | -23.8% |
| 30D | -45.5% | +5.4% | -50.9% | -46.8% |
| 3M | -39.7% | +7.3% | -47.0% | -41.7% |
| 6M | -57.8% | +5.3% | -63.1% | -59.4% |
| YTD | +4.1% | +8.5% | -4.4% | -1.4% |
| 1Y | +20.8% | +17.1% | +3.7% | +11.2% |
| 3Y | +463.1% | +1.4% | +461.7% | +415.9% |
| 5Y | +302.3% | +50.5% | +251.8% | +212.1% |
| 10Y | +1,164.4% | +168.5% | +995.8% | +638.8% |
| All | +87.9% | +2,143.5% | -2,055.5% | -63.4% |
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