+522.6%
CIEN vs CF
+58.0%
+464.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.1% | +10.7% | +10.6% |
| 7D | -5.3% | -0.9% | -4.4% | -5.1% |
| 30D | -40.1% | +6.9% | -47.1% | -39.4% |
| 3M | -34.7% | +4.8% | -39.5% | -33.9% |
| 6M | -50.9% | +4.7% | -55.5% | -50.3% |
| YTD | +15.2% | +56.5% | -41.3% | +13.2% |
| 1Y | +35.2% | +48.4% | -13.3% | +33.4% |
| 3Y | +522.6% | +59.1% | +463.4% | +475.3% |
| All | +522.6% | +58.0% | +464.6% | +475.3% |
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 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