+2,017.6%
CIEN vs CG
+295.0%
+1,722.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.4% | +10.2% | +9.3% |
| 7D | +8.7% | -3.8% | +12.6% | +10.8% |
| 30D | -26.9% | +7.5% | -34.4% | -29.1% |
| 3M | -23.6% | -14.4% | -9.2% | -19.3% |
| 6M | -49.1% | -15.7% | -33.4% | -46.3% |
| YTD | +26.6% | -29.0% | +55.5% | +41.0% |
| 1Y | +42.7% | -22.1% | +64.8% | +53.4% |
| 3Y | +570.8% | +49.1% | +521.7% | +454.2% |
| 5Y | +386.4% | -18.4% | +404.8% | +380.3% |
| 10Y | +1,261.7% | +295.1% | +966.6% | +645.3% |
| All | +2,017.6% | +295.0% | +1,722.6% | +1,162.1% |
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