+209.6%
CIEN vs SBAC
+2,208.1%
-1,998.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.4% |
| 7D | -15.2% | -0.8% | -14.4% | -15.1% |
| 30D | -21.5% | +6.9% | -28.4% | -23.0% |
| 3M | -40.1% | -8.2% | -31.8% | -39.2% |
| 6M | -6.6% | -1.6% | -4.9% | -7.8% |
| YTD | +37.3% | -0.1% | +37.4% | +34.3% |
| 1Y | +174.5% | -0.5% | +175.0% | +168.7% |
| 3Y | +562.3% | -9.1% | +571.3% | +544.1% |
| 5Y | +463.9% | -43.8% | +507.7% | +522.7% |
| 10Y | +1,302.4% | +80.5% | +1,221.8% | +990.7% |
| All | +209.6% | +2,208.1% | -1,998.6% | +11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling