+44.5%
CIEN vs CAG
-9.3%
+53.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.8% | -3.7% |
| 7D | +15.3% | -3.3% | +18.6% | +12.7% |
| 30D | -22.0% | +7.7% | -29.7% | -16.8% |
| 3M | -36.6% | -3.2% | -33.5% | -35.4% |
| 6M | -51.5% | +7.0% | -58.4% | -46.4% |
| YTD | +20.0% | -9.0% | +28.9% | +30.9% |
| 1Y | +44.5% | -9.6% | +54.1% | +55.4% |
| All | +44.5% | -9.3% | +53.7% | +55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling