+1,146.8%
CIEN vs CF
+479.1%
+667.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.6% |
| 7D | +15.3% | +4.8% | +10.5% | +14.5% |
| 30D | -22.0% | +4.7% | -26.7% | -22.7% |
| 3M | -36.6% | +7.4% | -44.1% | -37.7% |
| 6M | -51.5% | +0.6% | -52.1% | -52.0% |
| YTD | +20.0% | +64.1% | -44.2% | +4.9% |
| 1Y | +44.5% | +51.4% | -7.0% | +28.3% |
| 3Y | +539.0% | +67.8% | +471.2% | +440.8% |
| 5Y | +356.8% | +114.1% | +242.7% | +242.1% |
| All | +1,146.8% | +479.1% | +667.8% | +547.7% |
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