+477.0%
CIEN vs CF
+227.0%
+250.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.4% | +1.1% |
| 7D | -15.2% | +6.0% | -21.2% | -15.2% |
| 30D | -21.5% | +14.8% | -36.3% | -21.5% |
| 3M | -40.1% | +14.1% | -54.1% | -40.2% |
| 6M | -6.6% | +28.5% | -35.1% | -8.1% |
| YTD | +37.3% | +74.9% | -37.7% | +31.6% |
| 1Y | +174.5% | +61.7% | +112.9% | +164.6% |
| 3Y | +562.3% | +80.3% | +481.9% | +522.4% |
| All | +477.0% | +227.0% | +250.0% | +410.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling