+607.8%
CIEN vs SAN
+356.8%
+251.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.8% | +6.5% |
| 7D | -5.3% | +3.3% | -8.6% | -7.0% |
| 30D | -17.2% | +1.1% | -18.3% | -17.8% |
| 3M | -26.9% | +22.2% | -49.1% | -33.8% |
| 6M | +16.0% | +36.0% | -20.0% | -0.4% |
| YTD | +45.9% | +28.2% | +17.7% | +27.7% |
| 1Y | +186.8% | +54.1% | +132.7% | +132.7% |
| 3Y | +607.8% | +354.2% | +253.5% | +307.6% |
| All | +607.8% | +356.8% | +251.0% | +307.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling