+539.0%
CIEN vs CFG
+191.5%
+347.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.9% |
| 7D | +15.3% | +3.2% | +12.1% | +13.7% |
| 30D | -22.0% | +5.1% | -27.1% | -23.7% |
| 3M | -36.6% | -11.2% | -25.4% | -33.1% |
| 6M | -51.5% | +9.6% | -61.0% | -54.2% |
| YTD | +20.0% | +15.0% | +5.0% | +9.8% |
| 1Y | +44.5% | +29.9% | +14.6% | +24.1% |
| 3Y | +539.0% | +192.1% | +347.0% | +284.3% |
| All | +539.0% | +191.5% | +347.5% | +284.3% |
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