+110.1%
CIEN vs SAN
+956.6%
-846.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.6% |
| 7D | -9.3% | +10.8% | -20.1% | -14.3% |
| 30D | -39.5% | -5.7% | -33.8% | -38.0% |
| 3M | -29.8% | -13.4% | -16.4% | -25.2% |
| 6M | -50.4% | +3.5% | -53.9% | -52.0% |
| YTD | +16.3% | +9.7% | +6.6% | +8.8% |
| 1Y | +30.4% | +20.9% | +9.5% | +16.1% |
| 3Y | +516.6% | +254.3% | +262.3% | +207.3% |
| 5Y | +349.8% | +304.2% | +45.5% | +97.9% |
| 10Y | +1,184.7% | +260.2% | +924.5% | +410.1% |
| All | +110.1% | +956.6% | -846.5% | -45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling