+243.8%
GLW vs CIEN
+348.4%
-104.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +10.7% | -1.4% | +4.1% |
| 7D | -5.9% | -5.3% | -0.6% | -3.4% |
| 30D | -26.0% | -40.1% | +14.1% | -6.6% |
| 3M | -29.9% | -34.7% | +4.8% | -15.7% |
| 6M | -37.8% | -50.9% | +13.1% | -14.4% |
| YTD | +33.1% | +15.2% | +18.0% | +33.8% |
| 1Y | +36.8% | +35.2% | +1.7% | +30.1% |
| 3Y | +356.1% | +522.6% | -166.5% | +155.1% |
| 5Y | +243.8% | +344.2% | -100.4% | +106.0% |
| All | +243.8% | +348.4% | -104.6% | +106.0% |
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