+421.2%
GLW vs CIEN
+562.0%
-140.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +5.1% |
| 7D | +3.8% | -15.2% | +18.9% | +12.2% |
| 30D | -1.3% | -21.5% | +20.1% | +10.5% |
| 3M | -21.8% | -40.1% | +18.3% | +0.7% |
| 6M | +6.9% | -6.6% | +13.5% | +14.8% |
| YTD | +77.2% | +37.3% | +39.9% | +64.9% |
| 1Y | +123.2% | +174.5% | -51.3% | +65.3% |
| All | +421.2% | +562.0% | -140.7% | +173.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling