+48.9%
CIEN vs CSGP
-53.2%
+102.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +4.0% | -13.3% | -7.4% |
| 7D | -25.0% | +18.3% | -43.3% | -18.4% |
| 30D | -30.1% | +17.8% | -47.9% | -23.1% |
| 3M | -33.8% | +9.3% | -43.0% | -28.9% |
| 6M | -49.4% | -7.9% | -41.5% | -46.9% |
| YTD | +16.4% | -51.5% | +68.0% | +11.9% |
| 1Y | +48.9% | -53.3% | +102.2% | +43.7% |
| All | +48.9% | -53.2% | +102.1% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling