+147.9%
CIEN vs CAG
+123.3%
+24.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | -15.2% | -3.8% | -11.4% | -14.4% |
| 30D | -21.5% | +3.1% | -24.6% | -22.0% |
| 3M | -40.1% | +23.5% | -63.5% | -43.3% |
| 6M | -6.6% | -14.8% | +8.3% | -4.0% |
| YTD | +37.3% | -5.4% | +42.7% | +36.7% |
| 1Y | +174.5% | -11.8% | +186.3% | +177.0% |
| 3Y | +562.3% | -36.7% | +598.9% | +608.9% |
| 5Y | +463.9% | -40.3% | +504.2% | +510.0% |
| 10Y | +1,302.4% | -37.0% | +1,339.4% | +1,335.7% |
| All | +147.9% | +123.3% | +24.6% | +84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling