+161.0%
CIEN vs CNI
+6,367.4%
-6,206.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.5% |
| 7D | -4.6% | +0.9% | -5.4% | -5.2% |
| 30D | -12.8% | -2.1% | -10.7% | -11.6% |
| 3M | -23.1% | +1.8% | -24.9% | -24.5% |
| 6M | +6.1% | +14.8% | -8.7% | -4.1% |
| YTD | +44.5% | +25.4% | +19.1% | +22.3% |
| 1Y | +176.6% | +32.9% | +143.7% | +123.8% |
| 3Y | +601.0% | +20.2% | +580.8% | +497.4% |
| 5Y | +509.1% | +12.2% | +497.0% | +434.6% |
| 10Y | +1,460.5% | +136.0% | +1,324.5% | +673.1% |
| All | +161.0% | +6,367.4% | -6,206.4% | -81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling