+2,196.1%
CIEN vs CG
+351.2%
+1,845.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.8% |
| 7D | -15.2% | -4.3% | -10.9% | -13.7% |
| 30D | -21.5% | -5.1% | -16.4% | -20.0% |
| 3M | -40.1% | +8.7% | -48.7% | -42.4% |
| 6M | -6.6% | -9.2% | +2.7% | -4.1% |
| YTD | +37.3% | -18.9% | +56.1% | +45.8% |
| 1Y | +174.5% | -25.6% | +200.2% | +201.3% |
| 3Y | +562.3% | +57.3% | +505.0% | +436.5% |
| 5Y | +463.9% | +10.2% | +453.8% | +400.1% |
| 10Y | +1,302.4% | +364.2% | +938.1% | +624.9% |
| All | +2,196.1% | +351.2% | +1,845.0% | +1,204.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling