+344.2%
CIEN vs CNP
+74.6%
+269.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.4% | +10.3% | +10.5% |
| 7D | -5.3% | -4.3% | -1.0% | -3.6% |
| 30D | -40.1% | +5.7% | -45.8% | -41.3% |
| 3M | -34.7% | +0.9% | -35.6% | -34.9% |
| 6M | -50.9% | -1.1% | -49.8% | -50.9% |
| YTD | +15.2% | +8.3% | +6.9% | +11.3% |
| 1Y | +35.2% | +5.9% | +29.3% | +31.6% |
| 3Y | +522.6% | +64.6% | +458.0% | +387.3% |
| 5Y | +344.2% | +74.6% | +269.6% | +239.4% |
| All | +344.2% | +74.6% | +269.6% | +239.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling