+639.5%
CEG vs CIEN
+358.6%
+280.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +4.5% |
| 7D | +8.0% | -15.2% | +23.2% | +13.8% |
| 30D | +12.9% | -21.5% | +34.4% | +21.3% |
| 3M | +13.2% | -40.1% | +53.2% | +31.6% |
| 6M | -7.0% | -6.6% | -0.4% | -11.2% |
| YTD | -15.0% | +37.3% | -52.3% | -31.2% |
| 1Y | -2.7% | +174.5% | -177.3% | -40.8% |
| 3Y | +184.1% | +562.3% | -378.2% | +27.7% |
| All | +639.5% | +358.6% | +280.8% | +227.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling