+2,242.4%
CIEN vs GM
+230.9%
+2,011.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.2% | +8.6% | +7.2% |
| 7D | -5.3% | +0.4% | -5.7% | -5.6% |
| 30D | -17.2% | -1.8% | -15.4% | -17.0% |
| 3M | -26.9% | +2.6% | -29.5% | -28.3% |
| 6M | +16.0% | +14.6% | +1.5% | +8.3% |
| YTD | +45.9% | +6.2% | +39.7% | +39.3% |
| 1Y | +186.8% | +48.7% | +138.1% | +136.2% |
| 3Y | +607.8% | +168.3% | +439.5% | +340.4% |
| 5Y | +506.7% | +82.8% | +424.0% | +324.2% |
| 10Y | +1,438.7% | +226.2% | +1,212.5% | +600.6% |
| All | +2,242.4% | +230.9% | +2,011.5% | +953.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling