-5.0%
CMG vs CIEN
+502.7%
-507.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | -3.8% | +5.4% | -9.2% | -4.5% |
| 30D | +12.9% | -13.7% | +26.6% | +14.6% |
| 3M | +18.8% | -23.0% | +41.8% | +21.4% |
| 6M | +4.1% | -0.8% | +4.9% | 0.0% |
| YTD | -2.4% | +43.1% | -45.4% | -13.2% |
| 1Y | -6.7% | +157.6% | -164.3% | -27.3% |
| 3Y | -7.1% | +593.8% | -600.9% | -47.3% |
| 5Y | -5.0% | +520.6% | -525.6% | -44.1% |
| All | -5.0% | +502.7% | -507.7% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling