+639.7%
CEG vs CIEN
+387.6%
+252.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.3% | -6.3% | -2.1% |
| 7D | +6.7% | -5.3% | +12.0% | +8.3% |
| 30D | +11.0% | -17.2% | +28.2% | +17.0% |
| 3M | +19.5% | -26.9% | +46.4% | +29.5% |
| 6M | -5.9% | +16.0% | -21.9% | -16.6% |
| YTD | -15.0% | +45.9% | -60.9% | -32.7% |
| 1Y | +0.6% | +186.8% | -186.2% | -39.6% |
| 3Y | +180.6% | +607.8% | -427.2% | +23.4% |
| All | +639.7% | +387.6% | +252.0% | +220.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling