+1,188.7%
CIEN vs CF
+546.3%
+642.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.1% | +10.7% | +10.7% |
| 7D | -5.3% | -0.9% | -4.4% | -5.3% |
| 30D | -40.1% | +6.9% | -47.1% | -41.0% |
| 3M | -34.7% | +4.8% | -39.5% | -35.7% |
| 6M | -50.9% | +4.7% | -55.5% | -51.9% |
| YTD | +15.2% | +56.5% | -41.3% | +1.3% |
| 1Y | +35.2% | +48.4% | -13.3% | +20.2% |
| 3Y | +522.6% | +59.1% | +463.4% | +431.0% |
| 5Y | +344.2% | +109.5% | +234.7% | +232.0% |
| 10Y | +1,188.7% | +487.0% | +701.7% | +554.7% |
| All | +1,188.7% | +546.3% | +642.4% | +554.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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