+607.8%
CIEN vs CFG
+193.0%
+414.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.4% | +6.8% |
| 7D | -5.3% | +2.7% | -8.0% | -6.6% |
| 30D | -17.2% | -3.7% | -13.6% | -15.8% |
| 3M | -26.9% | +9.5% | -36.3% | -30.4% |
| 6M | +16.0% | +22.2% | -6.2% | +4.4% |
| YTD | +45.9% | +22.3% | +23.6% | +30.3% |
| 1Y | +186.8% | +39.4% | +147.3% | +138.8% |
| 3Y | +607.8% | +188.5% | +419.3% | +335.2% |
| All | +607.8% | +193.0% | +414.8% | +335.2% |
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