+344.2%
CIEN vs CG
-16.4%
+360.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.6% | +4.1% | +7.7% |
| 7D | -5.3% | +3.0% | -8.3% | -6.3% |
| 30D | -40.1% | +10.1% | -50.2% | -42.8% |
| 3M | -34.7% | -10.8% | -23.9% | -31.6% |
| 6M | -50.9% | -15.2% | -35.6% | -47.7% |
| YTD | +15.2% | -26.9% | +42.1% | +29.2% |
| 1Y | +35.2% | -17.0% | +52.2% | +42.6% |
| 3Y | +522.6% | +54.6% | +467.9% | +381.8% |
| 5Y | +344.2% | -16.7% | +361.0% | +317.7% |
| All | +344.2% | -16.4% | +360.6% | +317.7% |
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