+520.6%
CIEN vs SIRI
-42.5%
+563.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.2% |
| 7D | +5.4% | -3.0% | +8.4% | +5.8% |
| 30D | -13.7% | +1.3% | -15.0% | -13.9% |
| 3M | -23.0% | +5.6% | -28.7% | -24.0% |
| 6M | -0.8% | +35.2% | -36.0% | -5.6% |
| YTD | +43.1% | +49.1% | -6.0% | +33.5% |
| 1Y | +157.6% | +26.8% | +130.8% | +146.2% |
| 3Y | +593.8% | -23.7% | +617.5% | +584.1% |
| 5Y | +520.6% | -41.8% | +562.4% | +553.8% |
| All | +520.6% | -42.5% | +563.1% | +553.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling