+506.7%
CIEN vs GEN
+22.3%
+484.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.7% | +9.1% | +6.8% |
| 7D | -5.3% | -0.7% | -4.6% | -5.3% |
| 30D | -17.2% | +2.6% | -19.9% | -17.8% |
| 3M | -26.9% | +15.8% | -42.6% | -29.5% |
| 6M | +16.0% | +33.1% | -17.1% | +7.2% |
| YTD | +45.9% | +11.3% | +34.6% | +41.9% |
| 1Y | +186.8% | +1.7% | +185.1% | +187.0% |
| 3Y | +607.8% | +58.1% | +549.6% | +516.5% |
| 5Y | +506.7% | +20.6% | +486.1% | +472.1% |
| All | +506.7% | +22.3% | +484.4% | +472.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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