+87.9%
CIEN vs SAP
+2,506.5%
-2,418.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.1% | +9.6% | +8.0% |
| 7D | -24.1% | -0.7% | -23.4% | -24.4% |
| 30D | -45.5% | +11.1% | -56.6% | -49.6% |
| 3M | -39.7% | +17.0% | -56.8% | -46.9% |
| 6M | -57.8% | +34.8% | -92.6% | -67.8% |
| YTD | +4.1% | -2.2% | +6.3% | -5.6% |
| 1Y | +20.8% | -6.4% | +27.3% | +13.0% |
| 3Y | +463.1% | +75.1% | +388.0% | +243.0% |
| 5Y | +302.3% | +69.8% | +232.5% | +142.8% |
| 10Y | +1,164.4% | +219.8% | +944.5% | +350.9% |
| All | +87.9% | +2,506.5% | -2,418.6% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling