+159.8%
CIEN vs SBAC
+2,219.2%
-2,059.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.5% | +10.2% | +10.5% |
| 7D | -5.3% | +3.0% | -8.2% | -6.2% |
| 30D | -40.1% | +4.3% | -44.4% | -41.1% |
| 3M | -34.7% | +4.1% | -38.8% | -35.8% |
| 6M | -50.9% | -11.6% | -39.2% | -50.1% |
| YTD | +15.2% | +0.4% | +14.8% | +12.1% |
| 1Y | +35.2% | -1.1% | +36.3% | +32.2% |
| 3Y | +522.6% | -7.3% | +529.8% | +501.0% |
| 5Y | +344.2% | -40.8% | +385.0% | +381.8% |
| 10Y | +1,188.7% | +103.0% | +1,085.7% | +867.2% |
| All | +159.8% | +2,219.2% | -2,059.5% | -7.1% |
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