+158.3%
CIEN vs SIRI
-41.9%
+200.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.2% |
| 7D | +5.4% | -3.0% | +8.4% | +6.0% |
| 30D | -13.7% | +1.3% | -14.9% | -13.9% |
| 3M | -23.0% | +5.6% | -28.6% | -24.2% |
| 6M | -0.8% | +35.1% | -36.0% | -6.8% |
| YTD | +43.1% | +49.0% | -6.0% | +31.2% |
| 1Y | +157.6% | +26.8% | +130.9% | +143.1% |
| 3Y | +593.8% | -23.7% | +617.5% | +594.4% |
| 5Y | +520.6% | -41.8% | +562.4% | +531.8% |
| 10Y | +1,444.6% | -11.3% | +1,455.9% | +1,342.0% |
| All | +158.3% | -41.9% | +200.2% | +81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling