+174.5%
CIEN vs GM
+53.0%
+121.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.1% |
| 7D | -15.2% | +1.9% | -17.1% | -15.3% |
| 30D | -21.5% | -1.4% | -20.1% | -21.4% |
| 3M | -40.1% | +5.9% | -46.0% | -40.9% |
| 6M | -6.6% | +12.4% | -19.0% | -9.7% |
| YTD | +37.3% | +8.6% | +28.6% | +32.2% |
| 1Y | +174.5% | +52.6% | +121.9% | +173.5% |
| All | +174.5% | +53.0% | +121.5% | +173.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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