+147.9%
CIEN vs SAN
+1,140.6%
-992.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.5% |
| 7D | -15.2% | +1.8% | -17.0% | -16.1% |
| 30D | -21.5% | +2.0% | -23.5% | -22.4% |
| 3M | -40.1% | +19.7% | -59.8% | -45.6% |
| 6M | -6.6% | +30.6% | -37.2% | -18.8% |
| YTD | +37.3% | +28.8% | +8.4% | +19.2% |
| 1Y | +174.5% | +57.8% | +116.8% | +115.4% |
| 3Y | +562.3% | +338.1% | +224.1% | +197.7% |
| 5Y | +463.9% | +384.2% | +79.7% | +126.6% |
| 10Y | +1,302.4% | +353.1% | +949.2% | +394.8% |
| All | +147.9% | +1,140.6% | -992.7% | -39.9% |
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