+147.9%
CIEN vs CP
+5,253.4%
-5,105.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.9% |
| 7D | -15.2% | -2.7% | -12.5% | -13.9% |
| 30D | -21.5% | +0.2% | -21.6% | -21.5% |
| 3M | -40.1% | +2.6% | -42.6% | -41.3% |
| 6M | -6.6% | +6.0% | -12.5% | -10.0% |
| YTD | +37.3% | +24.9% | +12.3% | +19.2% |
| 1Y | +174.5% | +20.1% | +154.4% | +143.2% |
| 3Y | +562.3% | +16.4% | +545.9% | +488.0% |
| 5Y | +463.9% | +31.7% | +432.2% | +356.0% |
| 10Y | +1,302.4% | +223.9% | +1,078.5% | +524.6% |
| All | +147.9% | +5,253.4% | -5,105.5% | -79.4% |
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