+174.5%
CIEN vs SM
+36.8%
+137.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +0.6% |
| 7D | -15.2% | -0.5% | -14.7% | -15.2% |
| 30D | -21.5% | +25.6% | -47.1% | -18.1% |
| 3M | -40.1% | +8.0% | -48.1% | -38.3% |
| 6M | -6.6% | +50.8% | -57.4% | -0.3% |
| YTD | +37.3% | +97.9% | -60.6% | +48.5% |
| 1Y | +174.5% | +33.8% | +140.7% | +220.0% |
| All | +174.5% | +36.8% | +137.8% | +220.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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