+174.5%
CIEN vs GWRE
-25.4%
+199.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -19.9% | +21.1% | -2.9% |
| 7D | -15.2% | -21.1% | +5.9% | -18.6% |
| 30D | -21.5% | +1.3% | -22.8% | -20.5% |
| 3M | -40.1% | +7.4% | -47.5% | -37.8% |
| 6M | -6.6% | +5.6% | -12.2% | -1.4% |
| YTD | +37.3% | -19.2% | +56.5% | +49.2% |
| 1Y | +174.5% | -25.1% | +199.7% | +200.0% |
| All | +174.5% | -25.4% | +199.9% | +200.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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