+556.3%
CIEN vs CPNG
-76.2%
+632.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.1% | +1.4% | +3.8% |
| 7D | +8.9% | -1.1% | +10.0% | +9.1% |
| 30D | -19.1% | -7.4% | -11.7% | -17.8% |
| 3M | -21.5% | -12.3% | -9.1% | -19.6% |
| 6M | +2.8% | -19.4% | +22.3% | +6.0% |
| YTD | +49.5% | -35.9% | +85.4% | +61.7% |
| 1Y | +163.8% | -53.4% | +217.2% | +204.9% |
| 3Y | +615.8% | -20.0% | +635.8% | +633.4% |
| 5Y | +548.4% | -49.6% | +597.9% | +544.9% |
| All | +556.3% | -76.2% | +632.5% | +546.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling