+48.9%
CIEN vs CPNG
-45.7%
+94.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +12.0% | -21.2% | -11.4% |
| 7D | -25.0% | +20.8% | -45.9% | -28.2% |
| 30D | -30.1% | +20.1% | -50.2% | -32.7% |
| 3M | -33.8% | +1.6% | -35.4% | -33.9% |
| 6M | -49.4% | -15.8% | -33.6% | -47.4% |
| YTD | +16.4% | -27.7% | +44.1% | +31.5% |
| 1Y | +48.9% | -46.9% | +95.8% | +86.0% |
| All | +48.9% | -45.7% | +94.6% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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