+620.7%
GEV vs CIEN
+542.8%
+77.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | +3.3% | -15.2% | +18.5% | +10.7% |
| 30D | -7.5% | -21.5% | +14.0% | +2.2% |
| 3M | -2.2% | -40.1% | +37.9% | +21.0% |
| 6M | +12.1% | -6.6% | +18.7% | +6.8% |
| YTD | +44.4% | +37.3% | +7.1% | +10.1% |
| 1Y | +57.7% | +174.5% | -116.9% | -20.3% |
| All | +620.7% | +542.8% | +77.9% | +124.8% |
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