+1,151.6%
CIEN vs CF
+481.7%
+669.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.6% |
| 7D | -9.3% | +4.8% | -14.1% | -10.1% |
| 30D | -39.5% | +9.7% | -49.2% | -40.6% |
| 3M | -29.8% | +1.2% | -31.1% | -30.4% |
| 6M | -50.4% | +7.4% | -57.7% | -51.5% |
| YTD | +16.3% | +60.5% | -44.2% | +2.0% |
| 1Y | +30.4% | +50.7% | -20.4% | +15.7% |
| 3Y | +516.6% | +64.8% | +451.8% | +422.9% |
| 5Y | +349.8% | +115.8% | +234.0% | +234.7% |
| All | +1,151.6% | +481.7% | +669.9% | +546.6% |
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