+48.9%
CIEN vs SITM
+47.5%
+1.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.4% | +0.1% | -5.2% |
| 7D | -25.0% | -19.5% | -5.5% | -17.5% |
| 30D | -30.1% | -43.2% | +13.1% | -11.8% |
| 3M | -33.8% | -30.8% | -2.9% | -23.5% |
| 6M | -49.4% | -28.6% | -20.9% | -43.5% |
| YTD | +16.4% | +14.2% | +2.2% | +5.8% |
| 1Y | +48.9% | +44.4% | +4.5% | +30.2% |
| All | +48.9% | +47.5% | +1.4% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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