+44.5%
CIEN vs CF
+50.1%
-5.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.5% |
| 7D | +15.3% | +4.8% | +10.5% | +17.3% |
| 30D | -22.0% | +4.7% | -26.7% | -19.9% |
| 3M | -36.6% | +7.4% | -44.1% | -33.8% |
| 6M | -51.5% | +0.6% | -52.1% | -50.2% |
| YTD | +20.0% | +64.1% | -44.2% | +51.0% |
| 1Y | +44.5% | +51.4% | -7.0% | +82.7% |
| All | +44.5% | +50.1% | -5.6% | +82.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling