+522.6%
CIEN vs CPB
-35.0%
+557.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.2% | +11.8% | +10.1% |
| 7D | -5.3% | +3.3% | -8.5% | -3.5% |
| 30D | -40.1% | +19.0% | -59.1% | -34.9% |
| 3M | -34.7% | +0.4% | -35.1% | -32.7% |
| 6M | -50.9% | +13.0% | -63.8% | -46.6% |
| YTD | +15.2% | -12.7% | +27.9% | +17.1% |
| 1Y | +35.2% | -20.9% | +56.0% | +34.0% |
| 3Y | +522.6% | -35.4% | +558.0% | +475.0% |
| All | +522.6% | -35.0% | +557.6% | +475.0% |
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