+562.3%
CEG vs CIEN
+288.8%
+273.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.4% |
| 7D | +1.7% | -9.3% | +11.0% | +4.7% |
| 30D | -10.2% | -39.5% | +29.3% | +5.3% |
| 3M | -0.8% | -29.8% | +29.0% | +9.2% |
| 6M | -11.5% | -50.4% | +38.8% | +7.4% |
| YTD | -23.9% | +16.3% | -40.2% | -35.7% |
| 1Y | -25.4% | +30.4% | -55.8% | -40.2% |
| 3Y | +124.2% | +516.6% | -392.4% | +3.2% |
| All | +562.3% | +288.8% | +273.5% | +206.5% |
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