-57.8%
CIEN vs CP
+9.7%
-67.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.1% | +4.4% |
| 7D | -24.1% | +2.8% | -26.9% | -22.7% |
| 30D | -45.5% | +10.2% | -55.7% | -43.2% |
| 3M | -39.7% | +2.4% | -42.1% | -36.7% |
| 6M | -57.8% | +7.7% | -65.5% | -57.2% |
| All | -57.8% | +9.7% | -67.5% | -57.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling