+834.8%
CIEN vs SITM
+4,789.7%
-3,954.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.5% | -1.1% | +3.1% |
| 7D | +8.9% | +3.9% | +5.0% | +7.9% |
| 30D | -19.1% | -6.6% | -12.5% | -17.8% |
| 3M | -21.5% | -11.9% | -9.6% | -19.9% |
| 6M | +2.8% | +81.1% | -78.3% | -12.4% |
| YTD | +49.5% | +80.0% | -30.5% | +26.8% |
| 1Y | +163.8% | +145.8% | +18.0% | +106.9% |
| 3Y | +615.8% | +475.9% | +139.9% | +350.9% |
| 5Y | +548.4% | +189.2% | +359.2% | +317.6% |
| All | +834.8% | +4,789.7% | -3,954.8% | +321.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling