-29.7%
CIEN vs CNQ
+5,432.5%
-5,462.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.0% | +4.7% |
| 7D | +8.9% | +0.1% | +8.8% | +8.9% |
| 30D | -19.1% | +6.2% | -25.3% | -20.7% |
| 3M | -21.5% | +12.4% | -33.9% | -24.9% |
| 6M | +2.8% | +9.0% | -6.2% | -1.2% |
| YTD | +49.5% | +52.2% | -2.8% | +27.7% |
| 1Y | +163.8% | +65.0% | +98.8% | +118.8% |
| 3Y | +615.8% | +78.8% | +537.0% | +467.8% |
| 5Y | +548.4% | +286.0% | +262.4% | +282.0% |
| 10Y | +1,513.8% | +420.7% | +1,093.0% | +618.3% |
| All | -29.7% | +5,432.5% | -5,462.2% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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