+48.9%
CIEN vs CNI
+37.5%
+11.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.1% | -11.4% | -9.2% |
| 7D | -25.0% | +3.7% | -28.8% | -24.9% |
| 30D | -30.1% | +8.1% | -38.2% | -30.2% |
| 3M | -33.8% | +1.9% | -35.6% | -33.0% |
| 6M | -49.4% | +19.2% | -68.6% | -50.9% |
| YTD | +16.4% | +32.7% | -16.3% | +18.3% |
| 1Y | +48.9% | +37.0% | +11.9% | +51.3% |
| All | +48.9% | +37.5% | +11.3% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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