+344.2%
CIEN vs SFM
+102.7%
+241.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.0% | +9.7% | +10.6% |
| 7D | -5.3% | -10.2% | +5.0% | -4.4% |
| 30D | -40.1% | -23.9% | -16.2% | -38.7% |
| 3M | -34.7% | -42.3% | +7.6% | -31.1% |
| 6M | -50.9% | -40.1% | -10.7% | -48.7% |
| YTD | +15.2% | -37.8% | +52.9% | +18.5% |
| 1Y | +35.2% | -37.1% | +72.2% | +38.5% |
| 3Y | +522.6% | +21.5% | +501.0% | +469.9% |
| 5Y | +344.2% | +103.8% | +240.4% | +273.1% |
| All | +344.2% | +102.7% | +241.5% | +273.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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