+48.9%
CIEN vs GWRE
-24.5%
+73.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +5.9% | -15.2% | -7.8% |
| 7D | -25.0% | +2.2% | -27.3% | -24.5% |
| 30D | -30.1% | +4.5% | -34.7% | -29.1% |
| 3M | -33.8% | +6.4% | -40.2% | -31.5% |
| 6M | -49.4% | +18.8% | -68.3% | -44.7% |
| YTD | +16.4% | -15.1% | +31.5% | +40.2% |
| 1Y | +48.9% | -23.4% | +72.3% | +78.1% |
| All | +48.9% | -24.5% | +73.4% | +78.1% |
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