+110.1%
CIEN vs CPB
+36.9%
+73.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | -9.3% | +2.9% | -12.2% | -10.1% |
| 30D | -39.5% | +17.6% | -57.1% | -42.0% |
| 3M | -29.8% | +2.0% | -31.9% | -30.8% |
| 6M | -50.4% | +11.6% | -62.0% | -52.5% |
| YTD | +16.3% | -13.8% | +30.1% | +17.3% |
| 1Y | +30.4% | -21.6% | +51.9% | +34.3% |
| 3Y | +516.6% | -35.8% | +552.4% | +549.0% |
| 5Y | +349.8% | -33.3% | +383.0% | +361.1% |
| 10Y | +1,184.7% | -39.4% | +1,224.1% | +1,223.4% |
| All | +110.1% | +36.9% | +73.2% | +63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling