+566.8%
CIEN vs CPB
-40.7%
+607.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | 0.0% |
| 7D | -15.2% | -8.6% | -6.6% | -17.8% |
| 30D | -21.5% | -7.2% | -14.2% | -23.4% |
| 3M | -40.1% | +0.9% | -41.0% | -39.2% |
| 6M | -6.6% | -11.8% | +5.2% | -8.3% |
| YTD | +37.3% | -19.4% | +56.7% | +32.3% |
| 1Y | +174.5% | -30.4% | +204.9% | +156.4% |
| All | +566.8% | -40.7% | +607.6% | +503.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling