+2,967.2%
CIEN vs SCHG
+1,127.0%
+1,840.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.2% |
| 7D | -4.6% | -0.9% | -3.7% | -3.9% |
| 30D | -12.8% | -2.3% | -10.5% | -10.6% |
| 3M | -23.1% | +4.5% | -27.6% | -27.2% |
| 6M | +6.1% | +13.6% | -7.4% | -8.6% |
| YTD | +44.5% | +7.6% | +37.0% | +33.0% |
| 1Y | +176.6% | +13.0% | +163.6% | +142.8% |
| 3Y | +601.0% | +87.0% | +514.0% | +255.6% |
| 5Y | +509.1% | +82.9% | +426.3% | +208.5% |
| 10Y | +1,460.5% | +453.6% | +1,006.8% | +52.9% |
| All | +2,967.2% | +1,127.0% | +1,840.2% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling