+540.8%
CIEN vs CPNG
-76.7%
+617.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.1% | +9.5% | +7.0% |
| 7D | -5.3% | -6.3% | +1.0% | -4.0% |
| 30D | -17.2% | -8.7% | -8.5% | -15.7% |
| 3M | -26.9% | -2.4% | -24.4% | -27.0% |
| 6M | +16.0% | -22.3% | +38.4% | +20.6% |
| YTD | +45.9% | -37.2% | +83.2% | +58.6% |
| 1Y | +186.8% | -53.0% | +239.8% | +230.8% |
| 3Y | +607.8% | -20.0% | +627.8% | +625.6% |
| 5Y | +506.7% | -52.8% | +559.5% | +505.8% |
| All | +540.8% | -76.7% | +617.5% | +533.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling