-31.9%
CEG vs CIEN
+49.1%
-81.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -9.3% | +2.6% | -4.2% |
| 7D | -4.8% | -25.0% | +20.3% | +2.4% |
| 30D | -8.2% | -30.1% | +22.0% | +0.4% |
| 3M | -7.9% | -33.8% | +25.9% | +1.1% |
| 6M | -23.2% | -49.4% | +26.2% | -11.1% |
| YTD | -30.1% | +16.4% | -46.5% | -38.7% |
| 1Y | -31.9% | +48.9% | -80.8% | -45.1% |
| All | -31.9% | +49.1% | -81.0% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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