+163.8%
CIEN vs GWRE
-44.7%
+208.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.6% | +3.9% | +4.6% |
| 7D | +8.9% | -13.2% | +22.1% | +5.6% |
| 30D | -19.1% | -18.6% | -0.5% | -21.8% |
| 3M | -21.5% | +18.9% | -40.4% | -18.5% |
| 6M | +2.8% | -11.0% | +13.8% | +6.5% |
| YTD | +49.5% | -29.9% | +79.4% | +70.1% |
| 1Y | +163.8% | -44.3% | +208.1% | +217.8% |
| All | +163.8% | -44.7% | +208.5% | +217.8% |
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