+1,296.9%
CIEN vs CSGP
+45.2%
+1,251.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.8% |
| 7D | -15.2% | -4.1% | -11.1% | -14.2% |
| 30D | -21.5% | +2.3% | -23.8% | -22.5% |
| 3M | -40.1% | -8.2% | -31.9% | -39.7% |
| 6M | -6.6% | -35.1% | +28.5% | +4.6% |
| YTD | +37.3% | -54.0% | +91.3% | +72.0% |
| 1Y | +174.5% | -65.3% | +239.9% | +283.3% |
| 3Y | +562.3% | -62.6% | +624.8% | +775.3% |
| 5Y | +463.9% | -64.8% | +528.8% | +636.2% |
| All | +1,296.9% | +45.2% | +1,251.6% | +823.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling