+607.8%
CIEN vs CAG
-36.6%
+644.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.7% | +5.8% |
| 7D | -5.3% | -5.3% | 0.0% | -7.1% |
| 30D | -17.2% | +1.0% | -18.2% | -16.9% |
| 3M | -26.9% | +17.4% | -44.2% | -22.1% |
| 6M | +16.0% | -16.8% | +32.8% | +12.0% |
| YTD | +45.9% | -6.8% | +52.7% | +46.9% |
| 1Y | +186.8% | -15.4% | +202.2% | +182.6% |
| 3Y | +607.8% | -37.1% | +644.9% | +566.1% |
| All | +607.8% | -36.6% | +644.4% | +566.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling