+382.5%
GLW vs CIEN
+514.2%
-131.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +6.3% | +1.2% | +4.7% |
| 7D | +14.0% | -5.3% | +19.3% | +16.5% |
| 30D | +0.4% | -17.2% | +17.6% | +8.6% |
| 3M | -11.3% | -26.9% | +15.5% | +2.5% |
| 6M | +35.1% | +16.0% | +19.1% | +32.5% |
| YTD | +90.5% | +45.9% | +44.6% | +72.5% |
| 1Y | +132.0% | +186.8% | -54.8% | +68.8% |
| 3Y | +463.3% | +607.8% | -144.5% | +194.2% |
| 5Y | +382.5% | +506.7% | -124.2% | +161.2% |
| All | +382.5% | +514.2% | -131.7% | +161.2% |
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