+1,184.7%
CIEN vs SM
+4.2%
+1,180.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.9% |
| 7D | -9.3% | -19.5% | +10.2% | -7.7% |
| 30D | -39.5% | -20.2% | -19.3% | -38.4% |
| 3M | -29.8% | -6.5% | -23.3% | -29.5% |
| 6M | -50.4% | +1.6% | -51.9% | -50.7% |
| YTD | +16.3% | +61.2% | -44.9% | +10.2% |
| 1Y | +30.4% | +65.4% | -35.0% | +23.0% |
| 3Y | +516.6% | -13.0% | +529.6% | +507.7% |
| 5Y | +349.8% | -4.3% | +354.0% | +334.1% |
| 10Y | +1,184.7% | +3.0% | +1,181.7% | +1,011.7% |
| All | +1,184.7% | +4.2% | +1,180.5% | +1,011.7% |
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