-19.8%
CEG vs CIEN
+40.0%
-59.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.0% |
| 7D | +17.8% | +27.4% | -9.5% | +10.2% |
| 30D | -4.5% | -26.6% | +22.0% | +2.5% |
| 3M | +1.5% | -32.0% | +33.4% | +10.2% |
| 6M | -3.5% | -49.1% | +45.5% | +11.3% |
| YTD | -19.7% | +25.7% | -45.4% | -32.1% |
| 1Y | -19.8% | +40.3% | -60.1% | -35.3% |
| All | -19.8% | +40.0% | -59.8% | -35.3% |
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