+1,146.8%
CIEN vs TRGP
+822.5%
+324.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.6% |
| 7D | +15.3% | +12.4% | +2.9% | +12.6% |
| 30D | -22.0% | +2.6% | -24.6% | -22.2% |
| 3M | -36.6% | +11.9% | -48.5% | -38.1% |
| 6M | -51.5% | +13.9% | -65.4% | -52.9% |
| YTD | +20.0% | +64.2% | -44.2% | +7.6% |
| 1Y | +44.5% | +78.5% | -34.0% | +27.2% |
| 3Y | +539.0% | +272.9% | +266.1% | +393.5% |
| 5Y | +356.8% | +510.7% | -153.9% | +221.7% |
| All | +1,146.8% | +822.5% | +324.4% | +660.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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