+147.9%
CIEN vs SAP
+2,301.7%
-2,153.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.7% |
| 7D | -15.2% | -2.9% | -12.3% | -13.8% |
| 30D | -21.5% | +9.0% | -30.5% | -26.3% |
| 3M | -40.1% | +14.9% | -55.0% | -47.5% |
| 6M | -6.6% | +11.9% | -18.5% | -19.5% |
| YTD | +37.3% | -9.9% | +47.2% | +33.5% |
| 1Y | +174.5% | -19.5% | +194.1% | +186.2% |
| 3Y | +562.3% | +61.8% | +500.5% | +330.7% |
| 5Y | +463.9% | +56.2% | +407.8% | +263.8% |
| 10Y | +1,302.4% | +180.6% | +1,121.8% | +453.7% |
| All | +147.9% | +2,301.7% | -2,153.9% | -52.5% |
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