+147.9%
CIEN vs CNP
+763.1%
-615.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -39.6% |
| 6M | -6.6% | -8.8% | +2.3% | -4.8% |
| YTD | +37.3% | +5.2% | +32.0% | +35.3% |
| 1Y | +174.5% | +8.3% | +166.2% | +168.3% |
| 3Y | +562.3% | +54.9% | +507.4% | +491.3% |
| 5Y | +463.9% | +73.5% | +390.4% | +389.9% |
| 10Y | +1,302.4% | +139.1% | +1,163.2% | +999.5% |
| All | +147.9% | +763.1% | -615.2% | +42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling