+174.5%
CIEN vs SAN
+58.9%
+115.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.6% |
| 7D | -15.2% | +1.8% | -17.0% | -16.3% |
| 30D | -21.5% | +2.0% | -23.5% | -22.6% |
| 3M | -40.1% | +19.7% | -59.8% | -46.8% |
| 6M | -6.6% | +30.6% | -37.2% | -22.6% |
| YTD | +37.3% | +28.8% | +8.4% | +10.4% |
| 1Y | +174.5% | +57.8% | +116.8% | +90.5% |
| All | +174.5% | +58.9% | +115.6% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling