+48.9%
CIEN vs SIRI
+59.9%
-11.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +8.4% | -17.7% | -7.5% |
| 7D | -25.0% | +22.3% | -47.3% | -22.2% |
| 30D | -30.1% | +26.9% | -57.1% | -27.2% |
| 3M | -33.8% | +9.6% | -43.4% | -31.8% |
| 6M | -49.4% | +27.2% | -76.6% | -48.3% |
| YTD | +16.4% | +72.4% | -56.0% | +21.2% |
| 1Y | +48.9% | +59.9% | -11.1% | +60.5% |
| All | +48.9% | +59.9% | -11.0% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 1y: compounded portfolio wealth divided by compounded SIRI 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…
1y analysis · Full analysis span regression · 6 months rolling