+592.2%
CIEN vs CPNG
-21.2%
+613.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | -4.6% | -7.6% | +3.0% | -2.4% |
| 30D | -12.8% | -8.8% | -4.0% | -10.6% |
| 3M | -23.1% | -7.2% | -15.8% | -22.2% |
| 6M | +6.1% | -21.5% | +27.6% | +11.1% |
| YTD | +44.5% | -37.4% | +82.0% | +63.2% |
| 1Y | +176.6% | -54.3% | +231.0% | +245.7% |
| All | +592.2% | -21.2% | +613.4% | +639.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling