+615.8%
CIEN vs GWRE
+50.1%
+565.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.6% | +3.9% | +4.5% |
| 7D | +8.9% | -13.2% | +22.1% | +9.4% |
| 30D | -19.1% | -18.6% | -0.5% | -18.9% |
| 3M | -21.5% | +18.9% | -40.4% | -24.9% |
| 6M | +2.8% | -11.0% | +13.8% | +2.5% |
| YTD | +49.5% | -29.9% | +79.4% | +60.0% |
| 1Y | +163.8% | -44.3% | +208.1% | +204.2% |
| 3Y | +615.8% | +51.7% | +564.2% | +442.6% |
| All | +615.8% | +50.1% | +565.7% | +442.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling