+463.1%
CIEN vs CF
+57.7%
+405.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.5% |
| 7D | -24.1% | -3.2% | -20.9% | -24.2% |
| 30D | -45.5% | +4.3% | -49.8% | -44.9% |
| 3M | -39.7% | +2.8% | -42.5% | -39.1% |
| 6M | -57.8% | +0.6% | -58.4% | -57.5% |
| YTD | +4.1% | +56.6% | -52.6% | +2.3% |
| 1Y | +20.8% | +49.6% | -28.8% | +19.2% |
| 3Y | +463.1% | +61.5% | +401.7% | +419.1% |
| All | +463.1% | +57.7% | +405.4% | +419.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling