+509.1%
CIEN vs CG
+5.5%
+503.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | +0.8% |
| 7D | -4.6% | -6.4% | +1.9% | -1.8% |
| 30D | -12.8% | -7.1% | -5.8% | -10.1% |
| 3M | -23.1% | -1.6% | -21.5% | -23.1% |
| 6M | +6.1% | -8.3% | +14.4% | +8.7% |
| YTD | +44.5% | -23.8% | +68.3% | +59.5% |
| 1Y | +176.6% | -28.7% | +205.4% | +214.3% |
| 3Y | +601.0% | +49.2% | +551.8% | +453.2% |
| 5Y | +509.1% | +5.5% | +503.6% | +415.0% |
| All | +509.1% | +5.5% | +503.6% | +415.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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