+7.1%
CIEN vs GM
+17.4%
-10.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.2% | +8.6% | +6.5% |
| 7D | -5.3% | +0.4% | -5.7% | -5.4% |
| 30D | -17.2% | -1.8% | -15.4% | -17.2% |
| 3M | -26.9% | +2.6% | -29.5% | -28.8% |
| All | +7.1% | +17.4% | -10.2% | -4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling