+2,051.2%
GLW vs CIEN
+177.9%
+1,873.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +5.3% |
| 7D | +3.8% | -15.2% | +18.9% | +8.8% |
| 30D | -1.3% | -21.5% | +20.1% | +5.8% |
| 3M | -21.8% | -40.1% | +18.3% | -7.9% |
| 6M | +6.9% | -6.6% | +13.5% | +10.5% |
| YTD | +77.2% | +37.3% | +39.9% | +63.2% |
| 1Y | +123.2% | +174.5% | -51.3% | +67.3% |
| 3Y | +400.0% | +562.3% | -162.3% | +176.9% |
| 5Y | +342.8% | +463.9% | -121.1% | +148.9% |
| 10Y | +771.4% | +1,302.4% | -531.0% | +256.5% |
| All | +2,051.2% | +177.9% | +1,873.3% | +871.6% |
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