+134.7%
GLW vs CIEN
+184.0%
-49.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.2% |
| 7D | +16.9% | -4.6% | +21.4% | +19.9% |
| 30D | +7.0% | -12.8% | +19.8% | +15.6% |
| 3M | -3.0% | -23.1% | +20.1% | +16.1% |
| 6M | +31.0% | +6.1% | +24.9% | +30.6% |
| YTD | +93.4% | +44.5% | +48.9% | +63.1% |
| 1Y | +134.7% | +176.6% | -41.9% | +45.3% |
| All | +134.7% | +184.0% | -49.3% | +45.3% |
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