+163.8%
CIEN vs SITM
+155.7%
+8.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.5% | -1.1% | +2.4% |
| 7D | +8.9% | +3.9% | +5.0% | +7.3% |
| 30D | -19.1% | -6.6% | -12.5% | -17.2% |
| 3M | -21.5% | -11.9% | -9.6% | -19.4% |
| 6M | +2.8% | +81.1% | -78.3% | -21.2% |
| YTD | +49.5% | +80.0% | -30.5% | +13.8% |
| 1Y | +163.8% | +145.8% | +18.0% | +88.8% |
| All | +163.8% | +155.7% | +8.1% | +88.8% |
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