+506.7%
CIEN vs SAN
+381.9%
+124.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.8% | +6.5% |
| 7D | -5.3% | +3.3% | -8.6% | -6.7% |
| 30D | -17.2% | +1.1% | -18.3% | -17.7% |
| 3M | -26.9% | +22.2% | -49.1% | -32.9% |
| 6M | +16.0% | +36.0% | -20.0% | +2.0% |
| YTD | +45.9% | +28.2% | +17.7% | +30.6% |
| 1Y | +186.8% | +54.1% | +132.7% | +140.0% |
| 3Y | +607.8% | +354.2% | +253.5% | +306.5% |
| 5Y | +506.7% | +387.3% | +119.5% | +215.7% |
| All | +506.7% | +381.9% | +124.8% | +215.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling