+494.1%
CIEN vs S
-57.7%
+551.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -4.6% | -1.2% | -3.3% | -4.4% |
| 30D | -12.8% | -12.6% | -0.3% | -10.9% |
| 3M | -23.1% | +27.6% | -50.6% | -27.2% |
| 6M | +6.1% | +35.5% | -29.4% | -2.1% |
| YTD | +44.5% | +29.6% | +14.9% | +33.9% |
| 1Y | +176.6% | +8.1% | +168.5% | +164.9% |
| 3Y | +601.0% | +14.8% | +586.2% | +553.3% |
| 5Y | +509.1% | -70.6% | +579.7% | +513.9% |
| All | +494.1% | -57.7% | +551.9% | +509.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling