+179.3%
CIEN vs CPB
-31.2%
+210.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.8% | +4.5% | +7.1% |
| 7D | -5.3% | -8.2% | +2.9% | -9.2% |
| 30D | -17.2% | -5.6% | -11.6% | -19.3% |
| 3M | -26.9% | +3.0% | -29.8% | -24.6% |
| 6M | +16.0% | -12.7% | +28.7% | +12.5% |
| YTD | +45.9% | -18.0% | +63.9% | +41.3% |
| All | +179.3% | -31.2% | +210.5% | +163.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling