+10.9%
CMG vs CIEN
+49.1%
-38.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -9.3% | +15.1% | +5.5% |
| 7D | +22.5% | -25.0% | +47.6% | +21.5% |
| 30D | +14.1% | -30.1% | +44.2% | +13.1% |
| 3M | +4.1% | -33.8% | +37.9% | +3.2% |
| 6M | +10.1% | -49.4% | +59.5% | +7.8% |
| YTD | -4.9% | +16.4% | -21.3% | -4.5% |
| 1Y | +10.9% | +48.9% | -38.0% | +10.2% |
| All | +10.9% | +49.1% | -38.2% | +10.2% |
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