+1,431.9%
CIEN vs CAG
-35.7%
+1,467.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.7% |
| 7D | +5.4% | -5.9% | +11.3% | +6.1% |
| 30D | -13.7% | -1.5% | -12.1% | -13.6% |
| 3M | -23.0% | +11.5% | -34.5% | -24.4% |
| 6M | -0.8% | -15.7% | +14.9% | +1.4% |
| YTD | +43.1% | -10.2% | +53.3% | +44.1% |
| 1Y | +157.6% | -18.1% | +175.7% | +163.2% |
| 3Y | +593.8% | -39.4% | +633.2% | +636.9% |
| 5Y | +520.6% | -42.6% | +563.2% | +566.0% |
| All | +1,431.9% | -35.7% | +1,467.6% | +1,499.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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