+1,460.5%
CIEN vs SAP
+175.9%
+1,284.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.5% |
| 7D | -4.6% | -0.3% | -4.3% | -4.7% |
| 30D | -12.8% | +0.3% | -13.1% | -13.4% |
| 3M | -23.1% | +16.9% | -40.0% | -29.5% |
| 6M | +6.1% | +6.3% | -0.2% | 0.0% |
| YTD | +44.5% | -12.4% | +56.9% | +48.0% |
| 1Y | +176.6% | -21.6% | +198.2% | +199.3% |
| 3Y | +601.0% | +54.8% | +546.2% | +436.3% |
| 5Y | +509.1% | +56.2% | +453.0% | +349.2% |
| 10Y | +1,460.5% | +179.0% | +1,281.4% | +705.9% |
| All | +1,460.5% | +175.9% | +1,284.6% | +705.9% |
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