+304.6%
CIEN vs CP
+24.4%
+280.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.1% | +6.2% |
| 7D | -24.1% | +2.8% | -26.9% | -25.3% |
| 30D | -45.5% | +10.2% | -55.7% | -48.2% |
| 3M | -39.7% | +2.4% | -42.1% | -40.7% |
| 6M | -57.8% | +7.7% | -65.5% | -59.9% |
| YTD | +4.1% | +26.0% | -21.9% | -8.6% |
| 1Y | +20.8% | +34.6% | -13.8% | +2.5% |
| 3Y | +463.1% | +26.7% | +436.5% | +380.5% |
| All | +304.6% | +24.4% | +280.2% | +241.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling