+1,206.6%
CIEN vs CAG
-38.0%
+1,244.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.6% |
| 7D | +27.4% | -6.2% | +33.6% | +27.8% |
| 30D | -26.6% | +7.4% | -34.0% | -27.4% |
| 3M | -32.0% | -1.6% | -30.3% | -32.1% |
| 6M | -49.1% | +6.3% | -55.4% | -49.8% |
| YTD | +25.7% | -10.1% | +35.8% | +26.2% |
| 1Y | +40.3% | -10.2% | +50.6% | +40.7% |
| 3Y | +566.2% | -37.3% | +603.5% | +599.6% |
| 5Y | +378.7% | -41.6% | +420.3% | +410.1% |
| All | +1,206.6% | -38.0% | +1,244.7% | +1,319.4% |
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