+1,939.4%
CIEN vs TRGP
+2,231.3%
-291.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.4% |
| 7D | -15.2% | +0.8% | -16.0% | -15.3% |
| 30D | -21.5% | +11.5% | -33.0% | -23.7% |
| 3M | -40.1% | +9.0% | -49.1% | -41.5% |
| 6M | -6.6% | +20.5% | -27.1% | -11.1% |
| YTD | +37.3% | +59.5% | -22.3% | +22.4% |
| 1Y | +174.5% | +77.9% | +96.6% | +138.3% |
| 3Y | +562.3% | +253.6% | +308.7% | +398.2% |
| 5Y | +463.9% | +615.5% | -151.5% | +263.3% |
| 10Y | +1,302.4% | +897.1% | +405.3% | +623.7% |
| All | +1,939.4% | +2,231.3% | -291.9% | +391.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling