+463.1%
CIEN vs SAP
+75.3%
+387.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.1% | +9.6% | +5.9% |
| 7D | -24.1% | -0.7% | -23.4% | -24.2% |
| 30D | -45.5% | +11.1% | -56.6% | -46.5% |
| 3M | -39.7% | +17.0% | -56.8% | -41.7% |
| 6M | -57.8% | +34.8% | -92.6% | -60.9% |
| YTD | +4.1% | -2.2% | +6.3% | +11.9% |
| 1Y | +20.8% | -6.4% | +27.3% | +33.9% |
| 3Y | +463.1% | +75.1% | +388.0% | +333.2% |
| All | +463.1% | +75.3% | +387.9% | +333.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling