+527.0%
CIEN vs CNC
+3.0%
+524.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -4.6% | -4.9% | +0.3% | -4.4% |
| 30D | -12.8% | -3.8% | -9.0% | -12.7% |
| 3M | -23.1% | -3.2% | -19.8% | -23.0% |
| 6M | +6.1% | +47.9% | -41.8% | +3.6% |
| YTD | +44.5% | +55.7% | -11.1% | +40.3% |
| 1Y | +176.6% | +106.2% | +70.4% | +163.0% |
| 3Y | +601.0% | -2.1% | +603.0% | +590.3% |
| All | +527.0% | +3.0% | +524.0% | +511.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling