+174.5%
CIEN vs GAP
+1.5%
+173.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | -15.2% | -4.5% | -10.7% | -15.0% |
| 30D | -21.5% | +9.0% | -30.5% | -22.0% |
| 3M | -40.1% | +5.0% | -45.1% | -40.0% |
| 6M | -6.6% | -17.8% | +11.2% | -2.7% |
| YTD | +37.3% | -10.4% | +47.7% | +38.7% |
| 1Y | +174.5% | -3.4% | +177.9% | +161.6% |
| All | +174.5% | +1.5% | +173.1% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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