+506.7%
CIEN vs SBAC
-43.9%
+550.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.4% |
| 7D | -5.3% | -0.1% | -5.2% | -5.3% |
| 30D | -17.2% | +3.2% | -20.5% | -17.7% |
| 3M | -26.9% | -5.1% | -21.8% | -26.4% |
| 6M | +16.0% | -2.1% | +18.1% | +15.3% |
| YTD | +45.9% | -0.5% | +46.4% | +44.4% |
| 1Y | +186.8% | +1.1% | +185.7% | +182.7% |
| 3Y | +607.8% | -7.4% | +615.2% | +584.4% |
| 5Y | +506.7% | -44.3% | +551.1% | +590.8% |
| All | +506.7% | -43.9% | +550.7% | +590.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 5y: compounded portfolio wealth divided by compounded SBAC 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…
5y analysis · Full analysis span regression · 6 months rolling