+40.3%
CIEN vs CP
+33.3%
+7.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | +27.4% | +0.9% | +26.5% | +27.2% |
| 30D | -26.6% | +10.3% | -36.9% | -27.5% |
| 3M | -32.0% | +2.3% | -34.2% | -31.1% |
| 6M | -49.1% | +10.7% | -59.8% | -50.2% |
| YTD | +25.7% | +29.3% | -3.6% | +28.1% |
| 1Y | +40.3% | +31.5% | +8.9% | +41.7% |
| All | +40.3% | +33.3% | +7.1% | +41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling