+1,096.6%
CIEN vs CSGP
+63.3%
+1,033.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.7% | +10.1% | +6.5% |
| 7D | -24.1% | +1.3% | -25.4% | -24.6% |
| 30D | -45.5% | +10.7% | -56.2% | -48.0% |
| 3M | -39.7% | +3.3% | -43.0% | -41.9% |
| 6M | -57.8% | -10.3% | -47.5% | -58.4% |
| YTD | +4.1% | -54.6% | +58.6% | +27.8% |
| 1Y | +20.8% | -54.6% | +75.5% | +48.0% |
| 3Y | +463.1% | -60.3% | +523.5% | +609.6% |
| 5Y | +302.3% | -63.3% | +365.6% | +406.4% |
| All | +1,096.6% | +63.3% | +1,033.3% | +649.3% |
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