+1,546.3%
CIEN vs CVE
+62.8%
+1,483.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.7% | -12.5% | -14.6% |
| 7D | -34.0% | -14.1% | -19.9% | -31.4% |
| 30D | -48.0% | -11.6% | -36.4% | -46.4% |
| 3M | -43.5% | 0.0% | -43.6% | -43.6% |
| 6M | -57.6% | -8.4% | -49.2% | -57.0% |
| YTD | -1.3% | +65.9% | -67.2% | -13.1% |
| 1Y | +17.9% | +69.4% | -51.5% | +3.1% |
| 3Y | +425.8% | +55.9% | +369.8% | +360.4% |
| 5Y | +281.5% | +146.2% | +135.3% | +188.7% |
| 10Y | +1,099.0% | +140.6% | +958.4% | +680.7% |
| All | +1,546.3% | +62.8% | +1,483.5% | +1,235.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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