+18.4%
GE vs CIEN
+184.0%
-165.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.9% | -2.7% |
| 7D | -1.2% | -4.6% | +3.3% | -0.8% |
| 30D | -11.3% | -12.8% | +1.6% | -10.1% |
| 3M | -1.4% | -23.1% | +21.7% | +0.9% |
| 6M | +1.2% | +6.1% | -4.9% | -5.6% |
| YTD | +5.9% | +44.5% | -38.6% | -7.3% |
| 1Y | +18.4% | +176.6% | -158.2% | -14.4% |
| All | +18.4% | +184.0% | -165.6% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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