+1,460.5%
CIEN vs SM
+16.0%
+1,444.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.0% |
| 7D | -4.6% | -0.2% | -4.3% | -4.5% |
| 30D | -12.8% | +20.3% | -33.1% | -14.1% |
| 3M | -23.1% | +22.9% | -46.0% | -24.6% |
| 6M | +6.1% | +47.8% | -41.7% | +1.8% |
| YTD | +44.5% | +107.5% | -62.9% | +34.4% |
| 1Y | +176.6% | +51.7% | +124.9% | +163.6% |
| 3Y | +601.0% | -0.9% | +601.8% | +583.3% |
| 5Y | +509.1% | +112.2% | +396.9% | +457.2% |
| 10Y | +1,460.5% | +20.3% | +1,440.2% | +1,226.5% |
| All | +1,460.5% | +16.0% | +1,444.5% | +1,226.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling