+226.3%
CIEN vs CNC
+5,330.7%
-5,104.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.7% | +10.0% | +7.2% |
| 7D | -5.3% | -1.0% | -4.3% | -5.2% |
| 30D | -17.2% | -1.8% | -15.4% | -17.1% |
| 3M | -26.9% | -0.7% | -26.2% | -27.1% |
| 6M | +16.0% | +47.9% | -31.9% | +3.2% |
| YTD | +45.9% | +56.9% | -11.0% | +27.1% |
| 1Y | +186.8% | +123.9% | +62.9% | +126.8% |
| 3Y | +607.8% | -1.3% | +609.0% | +542.0% |
| 5Y | +506.7% | +2.8% | +504.0% | +433.5% |
| 10Y | +1,438.7% | +90.9% | +1,347.9% | +969.6% |
| All | +226.3% | +5,330.7% | -5,104.3% | +13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling