+463.1%
CIEN vs CFG
+168.6%
+294.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.9% |
| 7D | -24.1% | -0.9% | -23.2% | -23.8% |
| 30D | -45.5% | +1.1% | -46.6% | -45.8% |
| 3M | -39.7% | -12.0% | -27.7% | -36.1% |
| 6M | -57.8% | -2.2% | -55.6% | -57.9% |
| YTD | +4.1% | +11.4% | -7.3% | -3.4% |
| 1Y | +20.8% | +27.8% | -7.0% | +4.5% |
| 3Y | +463.1% | +173.3% | +289.8% | +254.9% |
| All | +463.1% | +168.6% | +294.5% | +254.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling