+1,259.0%
CIEN vs CFG
+347.0%
+911.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.8% |
| 7D | -24.1% | -0.9% | -23.2% | -23.9% |
| 30D | -45.5% | +1.1% | -46.6% | -45.7% |
| 3M | -39.7% | -12.0% | -27.7% | -37.0% |
| 6M | -57.8% | -2.2% | -55.6% | -57.8% |
| YTD | +4.1% | +11.4% | -7.3% | -1.0% |
| 1Y | +20.8% | +27.8% | -7.0% | +9.3% |
| 3Y | +463.1% | +173.3% | +289.8% | +286.5% |
| 5Y | +302.3% | +62.4% | +239.9% | +221.1% |
| 10Y | +1,164.4% | +249.6% | +914.8% | +569.8% |
| All | +1,259.0% | +347.0% | +911.9% | +508.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling