-7.8%
CIEN vs CSGP
+3,461.1%
-3,469.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.6% | -13.6% | -14.6% |
| 7D | -34.0% | +13.9% | -47.8% | -37.4% |
| 30D | -48.0% | +16.0% | -64.0% | -52.0% |
| 3M | -43.5% | +6.1% | -49.6% | -46.8% |
| 6M | -57.6% | -8.2% | -49.5% | -59.0% |
| YTD | -1.3% | -52.3% | +51.0% | +18.5% |
| 1Y | +17.9% | -54.5% | +72.4% | +43.5% |
| 3Y | +425.8% | -58.6% | +484.3% | +549.5% |
| 5Y | +281.5% | -61.5% | +343.0% | +371.1% |
| 10Y | +1,099.0% | +74.7% | +1,024.4% | +687.4% |
| All | -7.8% | +3,461.1% | -3,469.0% | -77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling