+543.5%
CIEN vs SCHG
+84.3%
+459.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.9% | +3.6% | +3.5% |
| 7D | +8.9% | -1.0% | +9.9% | +10.1% |
| 30D | -19.1% | -1.3% | -17.8% | -18.1% |
| 3M | -21.5% | +5.4% | -26.9% | -26.1% |
| 6M | +2.8% | +14.4% | -11.6% | -11.1% |
| YTD | +49.5% | +8.0% | +41.4% | +37.8% |
| 1Y | +163.8% | +12.7% | +151.1% | +135.0% |
| 3Y | +615.8% | +85.6% | +530.2% | +320.4% |
| All | +543.5% | +84.3% | +459.2% | +253.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 5y: compounded portfolio wealth divided by compounded SCHG 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…
5y analysis · Full analysis span regression · 6 months rolling