+692.5%
GE vs CIEN
+156.3%
+536.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.8% | -7.4% | +0.1% |
| 7D | +4.0% | +8.7% | -4.7% | +2.5% |
| 30D | +11.1% | -26.9% | +38.0% | +15.4% |
| 3M | -6.7% | -23.6% | +16.9% | -4.6% |
| 6M | +14.3% | -49.1% | +63.4% | +22.8% |
| YTD | +11.7% | +26.6% | -14.8% | +2.9% |
| 1Y | +10.9% | +42.7% | -31.8% | -0.1% |
| 3Y | +279.0% | +570.8% | -291.8% | +162.5% |
| 5Y | +427.0% | +386.4% | +40.6% | +277.5% |
| 10Y | +158.6% | +1,261.7% | -1,103.2% | +55.5% |
| All | +692.5% | +156.3% | +536.2% | +280.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling