+4,100.0%
CMG vs CIEN
+1,189.8%
+2,910.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.3% | -6.3% | -1.3% |
| 7D | -1.5% | -5.3% | +3.8% | -0.5% |
| 30D | +12.7% | -17.2% | +30.0% | +16.3% |
| 3M | +26.3% | -26.9% | +53.1% | +32.1% |
| 6M | +4.5% | +16.0% | -11.5% | -3.1% |
| YTD | -0.1% | +45.9% | -46.0% | -13.1% |
| 1Y | -6.8% | +186.8% | -193.6% | -31.0% |
| 3Y | -5.0% | +607.8% | -612.8% | -45.5% |
| 5Y | -3.0% | +506.7% | -509.8% | -43.7% |
| 10Y | +323.6% | +1,438.7% | -1,115.2% | +88.4% |
| All | +4,100.0% | +1,189.8% | +2,910.2% | +1,312.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling