+2,324.7%
CIEN vs GNRC
+2,077.0%
+247.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.3% |
| 7D | -4.6% | +3.2% | -7.7% | -5.5% |
| 30D | -12.8% | -9.5% | -3.3% | -9.9% |
| 3M | -23.1% | -28.5% | +5.5% | -14.5% |
| 6M | +6.1% | -10.0% | +16.1% | +9.9% |
| YTD | +44.5% | +36.7% | +7.8% | +30.2% |
| 1Y | +176.6% | +2.6% | +174.0% | +170.6% |
| 3Y | +601.0% | +61.9% | +539.1% | +482.0% |
| 5Y | +509.1% | -59.0% | +568.2% | +601.4% |
| 10Y | +1,460.5% | +444.8% | +1,015.7% | +621.0% |
| All | +2,324.7% | +2,077.0% | +247.7% | +577.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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