+574.4%
CIEN vs GAP
+74.3%
+500.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.0% | +10.8% | +9.2% |
| 7D | +8.7% | -9.3% | +18.1% | +11.0% |
| 30D | -26.9% | -5.5% | -21.4% | -26.2% |
| 3M | -23.6% | +3.5% | -27.1% | -24.6% |
| 6M | -49.1% | +0.7% | -49.8% | -50.0% |
| YTD | +26.6% | -13.4% | +39.9% | +27.6% |
| 1Y | +42.7% | -7.7% | +50.4% | +41.2% |
| All | +574.4% | +74.3% | +500.1% | +487.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling