-25.4%
CEG vs CIEN
+31.6%
-57.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.3% |
| 7D | +1.7% | -9.3% | +11.0% | +4.0% |
| 30D | -10.2% | -39.5% | +29.3% | +1.6% |
| 3M | -0.8% | -29.8% | +29.0% | +7.2% |
| 6M | -11.5% | -50.4% | +38.8% | +2.9% |
| YTD | -23.9% | +16.3% | -40.2% | -34.3% |
| 1Y | -25.4% | +30.4% | -55.8% | -38.6% |
| All | -25.4% | +31.6% | -57.0% | -38.6% |
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