+349.8%
CIEN vs CAG
-39.8%
+389.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +0.9% |
| 7D | -9.3% | +6.6% | -16.0% | -7.8% |
| 30D | -39.5% | +13.9% | -53.4% | -37.5% |
| 3M | -29.8% | +4.0% | -33.9% | -28.3% |
| 6M | -50.4% | +10.0% | -60.3% | -48.5% |
| YTD | +16.3% | -6.1% | +22.5% | +19.2% |
| 1Y | +30.4% | -4.3% | +34.7% | +33.5% |
| 3Y | +516.6% | -34.6% | +551.1% | +521.0% |
| 5Y | +349.8% | -39.4% | +389.2% | +369.1% |
| All | +349.8% | -39.8% | +389.5% | +369.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling