+30.4%
CIEN vs CP
+32.8%
-2.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | -9.3% | +2.8% | -12.1% | -9.4% |
| 30D | -39.5% | +11.0% | -50.5% | -40.5% |
| 3M | -29.8% | +3.8% | -33.7% | -29.4% |
| 6M | -50.4% | +9.5% | -59.8% | -51.4% |
| YTD | +16.3% | +28.2% | -11.9% | +18.4% |
| 1Y | +30.4% | +33.0% | -2.6% | +30.5% |
| All | +30.4% | +32.8% | -2.4% | +30.5% |
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