+2,144.4%
CIEN vs GWRE
+749.2%
+1,395.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.0% | +4.0% | +0.5% |
| 7D | -4.6% | -26.2% | +21.6% | +2.6% |
| 30D | -12.8% | -17.8% | +4.9% | -9.6% |
| 3M | -23.1% | +14.2% | -37.3% | -29.9% |
| 6M | +6.1% | -12.9% | +19.0% | +2.8% |
| YTD | +44.5% | -29.2% | +73.8% | +49.1% |
| 1Y | +176.6% | -44.4% | +221.0% | +211.6% |
| 3Y | +601.0% | +51.1% | +549.9% | +416.5% |
| 5Y | +509.1% | +16.5% | +492.6% | +378.3% |
| 10Y | +1,460.5% | +131.6% | +1,328.9% | +792.4% |
| All | +2,144.4% | +749.2% | +1,395.2% | +869.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling