+163.8%
CIEN vs GM
+50.1%
+113.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.1% | +4.5% |
| 7D | +8.9% | -2.4% | +11.3% | +9.1% |
| 30D | -19.1% | -1.1% | -18.0% | -19.0% |
| 3M | -21.5% | +6.1% | -27.6% | -22.8% |
| 6M | +2.8% | +15.0% | -12.1% | -0.8% |
| YTD | +49.5% | +6.0% | +43.5% | +44.0% |
| 1Y | +163.8% | +47.1% | +116.7% | +159.1% |
| All | +163.8% | +50.1% | +113.7% | +159.1% |
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