+174.5%
CIEN vs CNC
+129.2%
+45.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.6% | +1.1% |
| 7D | -15.2% | +3.5% | -18.7% | -15.1% |
| 30D | -21.5% | +0.1% | -21.6% | -21.5% |
| 3M | -40.1% | +6.9% | -47.0% | -39.8% |
| 6M | -6.6% | +49.0% | -55.6% | -6.1% |
| YTD | +37.3% | +62.9% | -25.7% | +36.1% |
| 1Y | +174.5% | +134.0% | +40.6% | +166.0% |
| All | +174.5% | +129.2% | +45.4% | +166.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling