+615.8%
CIEN vs CNC
+1.2%
+614.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.6% | +2.9% | +4.5% |
| 7D | +8.9% | -0.9% | +9.8% | +8.9% |
| 30D | -19.1% | -1.0% | -18.1% | -19.1% |
| 3M | -21.5% | +4.5% | -26.0% | -21.3% |
| 6M | +2.8% | +85.2% | -82.4% | +4.1% |
| YTD | +49.5% | +61.4% | -12.0% | +50.8% |
| 1Y | +163.8% | +94.9% | +68.9% | +166.8% |
| 3Y | +615.8% | 0.0% | +615.8% | +615.0% |
| All | +615.8% | +1.2% | +614.6% | +615.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling