+593.1%
CEG vs CIEN
+300.8%
+292.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | +0.8% |
| 7D | +12.1% | +15.3% | -3.2% | +6.7% |
| 30D | +0.2% | -22.0% | +22.2% | +7.8% |
| 3M | +0.7% | -36.6% | +37.4% | +15.0% |
| 6M | +2.2% | -51.5% | +53.7% | +25.2% |
| YTD | -20.3% | +20.0% | -40.3% | -33.5% |
| 1Y | -16.1% | +44.5% | -60.5% | -35.4% |
| 3Y | +134.7% | +539.0% | -404.4% | +6.6% |
| All | +593.1% | +300.8% | +292.2% | +216.9% |
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