+436.7%
GE vs CIEN
+514.2%
-77.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.3% | -7.0% | -1.9% |
| 7D | +1.2% | -5.3% | +6.4% | +2.0% |
| 30D | -9.5% | -17.2% | +7.7% | -6.6% |
| 3M | +4.1% | -26.9% | +31.0% | +9.2% |
| 6M | +3.9% | +16.0% | -12.1% | -4.6% |
| YTD | +9.0% | +45.9% | -36.9% | -6.2% |
| 1Y | +21.9% | +186.8% | -164.9% | -12.3% |
| 3Y | +281.8% | +607.8% | -326.0% | +105.3% |
| 5Y | +436.7% | +506.7% | -70.0% | +205.9% |
| All | +436.7% | +514.2% | -77.4% | +205.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling