+1,096.6%
CIEN vs CF
+561.7%
+534.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.3% |
| 7D | -24.1% | -3.2% | -20.9% | -23.8% |
| 30D | -45.5% | +4.3% | -49.8% | -46.0% |
| 3M | -39.7% | +2.8% | -42.5% | -40.4% |
| 6M | -57.8% | +0.6% | -58.4% | -58.4% |
| YTD | +4.1% | +56.6% | -52.6% | -8.4% |
| 1Y | +20.8% | +49.6% | -28.8% | +7.2% |
| 3Y | +463.1% | +61.5% | +401.7% | +378.7% |
| 5Y | +302.3% | +124.0% | +178.3% | +194.7% |
| All | +1,096.6% | +561.7% | +534.9% | +507.3% |
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