+1,438.7%
CIEN vs CP
+219.6%
+1,219.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.8% | +6.6% |
| 7D | -5.3% | +2.4% | -7.7% | -6.6% |
| 30D | -17.2% | -0.5% | -16.7% | -17.0% |
| 3M | -26.9% | +1.4% | -28.3% | -27.8% |
| 6M | +16.0% | +10.3% | +5.7% | +9.9% |
| YTD | +45.9% | +24.3% | +21.6% | +29.5% |
| 1Y | +186.8% | +20.4% | +166.3% | +158.0% |
| 3Y | +607.8% | +21.8% | +586.0% | +523.3% |
| 5Y | +506.7% | +31.5% | +475.2% | +404.9% |
| 10Y | +1,438.7% | +223.2% | +1,215.5% | +686.3% |
| All | +1,438.7% | +219.6% | +1,219.1% | +686.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling