+1,206.6%
CIEN vs CSGP
+61.2%
+1,145.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +27.4% | -6.1% | +33.5% | +29.1% |
| 30D | -26.6% | +0.3% | -26.9% | -28.0% |
| 3M | -32.0% | -1.3% | -30.6% | -33.5% |
| 6M | -49.1% | -8.9% | -40.1% | -50.0% |
| YTD | +25.7% | -55.2% | +80.9% | +54.8% |
| 1Y | +40.3% | -56.4% | +96.7% | +74.2% |
| 3Y | +566.2% | -62.2% | +628.4% | +754.3% |
| 5Y | +378.7% | -63.7% | +442.4% | +503.4% |
| All | +1,206.6% | +61.2% | +1,145.4% | +760.4% |
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