+87.9%
CIEN vs CP
+5,298.5%
-5,210.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.1% | +6.4% |
| 7D | -24.1% | +2.8% | -26.9% | -25.6% |
| 30D | -45.5% | +10.2% | -55.7% | -48.9% |
| 3M | -39.7% | +2.4% | -42.1% | -41.2% |
| 6M | -57.8% | +7.7% | -65.5% | -60.3% |
| YTD | +4.1% | +26.0% | -21.9% | -11.0% |
| 1Y | +20.8% | +34.6% | -13.8% | -0.6% |
| 3Y | +463.1% | +26.7% | +436.5% | +370.9% |
| 5Y | +302.3% | +24.9% | +277.4% | +232.2% |
| 10Y | +1,164.4% | +258.6% | +905.8% | +425.2% |
| All | +87.9% | +5,298.5% | -5,210.5% | -84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling