+1,206.6%
CIEN vs SAP
+236.1%
+970.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +27.4% | -3.9% | +31.3% | +29.1% |
| 30D | -26.6% | +6.5% | -33.1% | -28.8% |
| 3M | -32.0% | +14.7% | -46.6% | -36.3% |
| 6M | -49.1% | +39.9% | -89.0% | -57.6% |
| YTD | +25.7% | -2.0% | +27.7% | +22.2% |
| 1Y | +40.3% | -6.0% | +46.3% | +39.6% |
| 3Y | +566.2% | +67.7% | +498.5% | +391.7% |
| 5Y | +378.7% | +78.8% | +299.9% | +231.8% |
| All | +1,206.6% | +236.1% | +970.6% | +491.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 10y: compounded portfolio wealth divided by compounded SAP 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…
10y analysis · Full analysis span regression · 6 months rolling