+434.0%
CIEN vs CSGP
-58.5%
+492.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.6% | -13.6% | -15.4% |
| 7D | -34.0% | +13.9% | -47.8% | -33.2% |
| 30D | -48.0% | +16.0% | -64.0% | -47.6% |
| 3M | -43.5% | +6.1% | -49.6% | -43.2% |
| 6M | -57.6% | -8.2% | -49.5% | -56.6% |
| YTD | -1.3% | -52.3% | +51.0% | +16.2% |
| 1Y | +17.9% | -54.5% | +72.4% | +40.7% |
| All | +434.0% | -58.5% | +492.5% | +520.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling