-4.6%
GS vs CIEN
-58.3%
+53.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -15.2% | +8.9% | -4.3% |
| 7D | -6.3% | -34.0% | +27.6% | -1.4% |
| 30D | -3.1% | -48.0% | +44.8% | +4.6% |
| 3M | -17.7% | -43.5% | +25.9% | -12.1% |
| 6M | -4.6% | -57.6% | +53.1% | +0.4% |
| All | -4.6% | -58.3% | +53.8% | +0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling