+543.5%
CIEN vs CNI
+12.6%
+530.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.9% | +3.6% | +4.0% |
| 7D | +8.9% | -0.4% | +9.3% | +9.1% |
| 30D | -19.1% | -2.7% | -16.4% | -17.9% |
| 3M | -21.5% | +3.9% | -25.4% | -23.5% |
| 6M | +2.8% | +16.4% | -13.5% | -6.0% |
| YTD | +49.5% | +25.8% | +23.7% | +30.5% |
| 1Y | +163.8% | +32.4% | +131.4% | +122.6% |
| 3Y | +615.8% | +19.1% | +596.8% | +529.6% |
| All | +543.5% | +12.6% | +530.8% | +460.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling