+1,500.5%
CIEN vs GWRE
+131.0%
+1,369.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.6% | +3.9% | +4.3% |
| 7D | +8.9% | -13.2% | +22.1% | +12.5% |
| 30D | -19.1% | -18.6% | -0.5% | -16.3% |
| 3M | -21.5% | +18.9% | -40.4% | -29.1% |
| 6M | +2.8% | -11.0% | +13.8% | -0.8% |
| YTD | +49.5% | -29.9% | +79.4% | +55.8% |
| 1Y | +163.8% | -44.3% | +208.1% | +200.1% |
| 3Y | +615.8% | +51.7% | +564.2% | +418.1% |
| 5Y | +548.4% | +15.4% | +532.9% | +403.3% |
| All | +1,500.5% | +131.0% | +1,369.5% | +721.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling