-1.8%
CEG vs CIEN
+184.0%
-185.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.5% |
| 7D | +1.3% | -4.6% | +5.9% | +2.4% |
| 30D | +8.8% | -12.8% | +21.7% | +11.9% |
| 3M | +17.0% | -23.1% | +40.0% | +23.0% |
| 6M | -8.7% | +6.1% | -14.8% | -16.0% |
| YTD | -16.4% | +44.5% | -61.0% | -35.0% |
| 1Y | -1.8% | +176.6% | -178.4% | -54.4% |
| All | -1.8% | +184.0% | -185.8% | -54.4% |
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