+812.8%
CIEN vs SITM
+4,507.3%
-3,694.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.1% | +8.5% | +6.8% |
| 7D | -5.3% | +8.4% | -13.6% | -7.2% |
| 30D | -17.2% | -17.4% | +0.2% | -13.4% |
| 3M | -26.9% | -9.8% | -17.0% | -25.8% |
| 6M | +16.0% | +83.0% | -67.0% | -1.3% |
| YTD | +45.9% | +69.6% | -23.7% | +25.6% |
| 1Y | +186.8% | +144.9% | +41.9% | +125.5% |
| 3Y | +607.8% | +429.9% | +177.9% | +354.2% |
| 5Y | +506.7% | +169.2% | +337.6% | +297.1% |
| All | +812.8% | +4,507.3% | -3,694.5% | +317.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling