+509.1%
CIEN vs TRGP
+639.4%
-130.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -4.6% | -0.7% | -3.9% | -4.3% |
| 30D | -12.8% | +9.5% | -22.3% | -15.9% |
| 3M | -23.1% | +10.8% | -33.9% | -26.5% |
| 6M | +6.1% | +25.3% | -19.2% | -4.0% |
| YTD | +44.5% | +60.3% | -15.7% | +18.5% |
| 1Y | +176.6% | +84.6% | +92.1% | +113.0% |
| 3Y | +601.0% | +264.4% | +336.6% | +343.7% |
| 5Y | +509.1% | +636.6% | -127.5% | +219.6% |
| All | +509.1% | +639.4% | -130.3% | +219.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling