+506.7%
CIEN vs CNP
+76.4%
+430.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.2% | +5.9% |
| 7D | -5.3% | +1.6% | -6.9% | -5.8% |
| 30D | -17.2% | -0.8% | -16.5% | -17.0% |
| 3M | -26.9% | -3.6% | -23.3% | -26.4% |
| 6M | +16.0% | -6.9% | +23.0% | +18.2% |
| YTD | +45.9% | +6.4% | +39.5% | +42.0% |
| 1Y | +186.8% | +9.9% | +176.9% | +174.8% |
| 3Y | +607.8% | +53.1% | +554.7% | +478.0% |
| 5Y | +506.7% | +72.0% | +434.8% | +380.0% |
| All | +506.7% | +76.4% | +430.3% | +380.0% |
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