-7.6%
CMG vs CIEN
+600.5%
-608.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.6% | -2.5% |
| 7D | -6.5% | -4.6% | -1.9% | -6.2% |
| 30D | +12.1% | -12.8% | +24.9% | +12.9% |
| 3M | +20.6% | -23.1% | +43.6% | +21.8% |
| 6M | +2.1% | +6.1% | -4.0% | -1.4% |
| YTD | -2.6% | +44.5% | -47.1% | -9.9% |
| 1Y | -8.7% | +176.6% | -185.3% | -23.7% |
| All | -7.6% | +600.5% | -608.1% | -40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling