+110.1%
CIEN vs SAP
+2,509.7%
-2,399.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +2.0% |
| 7D | -9.3% | +1.5% | -10.8% | -10.8% |
| 30D | -39.5% | +8.8% | -48.3% | -43.3% |
| 3M | -29.8% | +12.1% | -41.9% | -36.3% |
| 6M | -50.4% | +34.6% | -84.9% | -62.1% |
| YTD | +16.3% | -2.1% | +18.4% | +5.6% |
| 1Y | +30.4% | -5.5% | +35.9% | +21.3% |
| 3Y | +516.6% | +67.4% | +449.1% | +287.2% |
| 5Y | +349.8% | +74.6% | +275.2% | +166.8% |
| 10Y | +1,184.7% | +224.0% | +960.7% | +354.5% |
| All | +110.1% | +2,509.7% | -2,399.6% | -62.4% |
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