+1,431.9%
CIEN vs CPB
-45.5%
+1,477.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.6% |
| 7D | +5.4% | -5.4% | +10.8% | +6.0% |
| 30D | -13.7% | -7.8% | -5.8% | -13.0% |
| 3M | -23.0% | -6.9% | -16.1% | -22.7% |
| 6M | -0.8% | -12.2% | +11.4% | +0.3% |
| YTD | +43.1% | -21.1% | +64.1% | +46.5% |
| 1Y | +157.6% | -33.5% | +191.1% | +171.2% |
| 3Y | +593.8% | -43.2% | +637.0% | +634.3% |
| 5Y | +520.6% | -40.9% | +561.5% | +538.8% |
| All | +1,431.9% | -45.5% | +1,477.3% | +1,542.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling