+565.7%
CIEN vs CNP
+52.8%
+512.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | -15.2% | +1.1% | -16.3% | -15.4% |
| 30D | -21.5% | -1.8% | -19.7% | -21.2% |
| 3M | -40.1% | -4.6% | -35.4% | -39.8% |
| 6M | -6.6% | -8.8% | +2.3% | -5.2% |
| YTD | +37.3% | +5.2% | +32.0% | +35.6% |
| 1Y | +174.5% | +8.3% | +166.2% | +168.8% |
| All | +565.7% | +52.8% | +512.9% | +471.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 3y: compounded portfolio wealth divided by compounded CNP 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…
3y analysis · Full analysis span regression · 6 months rolling