+477.0%
CIEN vs CFG
+101.4%
+375.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -15.2% | +1.5% | -16.7% | -15.8% |
| 30D | -21.5% | -3.8% | -17.7% | -20.2% |
| 3M | -40.1% | +11.5% | -51.6% | -43.1% |
| 6M | -6.6% | +19.2% | -25.8% | -13.7% |
| YTD | +37.3% | +23.7% | +13.6% | +23.9% |
| 1Y | +174.5% | +38.8% | +135.7% | +135.2% |
| 3Y | +562.3% | +178.9% | +383.4% | +327.1% |
| All | +477.0% | +101.4% | +375.7% | +310.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling