-10.7%
CMG vs CIEN
+179.1%
-189.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.6% |
| 7D | -2.8% | -15.2% | +12.4% | -3.0% |
| 30D | +7.1% | -21.5% | +28.6% | +6.9% |
| 3M | +31.2% | -40.1% | +71.2% | +29.4% |
| 6M | +0.7% | -6.6% | +7.2% | -0.6% |
| YTD | -0.1% | +37.3% | -37.4% | -0.9% |
| 1Y | -10.7% | +174.5% | -185.3% | -11.3% |
| All | -10.7% | +179.1% | -189.9% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 1y: compounded portfolio wealth divided by compounded CIEN 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…
1y analysis · Full analysis span regression · 6 months rolling