+434.0%
CIEN vs CF
+56.6%
+377.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +6.2% | -21.4% | -14.3% |
| 7D | -34.0% | +0.4% | -34.4% | -33.7% |
| 30D | -48.0% | +2.2% | -50.2% | -47.6% |
| 3M | -43.5% | +2.1% | -45.7% | -43.0% |
| 6M | -57.6% | -6.5% | -51.1% | -57.5% |
| YTD | -1.3% | +55.6% | -56.9% | -3.1% |
| 1Y | +17.9% | +42.3% | -24.4% | +16.6% |
| All | +434.0% | +56.6% | +377.4% | +391.8% |
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