+1,188.7%
CIEN vs CFG
+248.3%
+940.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.9% | +7.7% | +9.6% |
| 7D | -5.3% | +0.3% | -5.5% | -5.3% |
| 30D | -40.1% | +3.2% | -43.3% | -40.8% |
| 3M | -34.7% | -9.7% | -25.0% | -32.4% |
| 6M | -50.9% | +3.6% | -54.5% | -51.9% |
| YTD | +15.2% | +14.7% | +0.5% | +8.6% |
| 1Y | +35.2% | +29.6% | +5.6% | +22.0% |
| 3Y | +522.6% | +190.6% | +332.0% | +323.0% |
| 5Y | +344.2% | +67.1% | +277.1% | +253.0% |
| 10Y | +1,188.7% | +237.0% | +951.6% | +625.5% |
| All | +1,188.7% | +248.3% | +940.4% | +625.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling