+44.5%
CIEN vs SM
+84.2%
-39.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | +15.3% | +9.4% | +5.9% | +16.2% |
| 30D | -22.0% | -14.4% | -7.6% | -23.8% |
| 3M | -36.6% | +1.6% | -38.2% | -35.3% |
| 6M | -51.5% | +6.3% | -57.8% | -48.8% |
| YTD | +20.0% | +78.8% | -58.8% | +45.2% |
| 1Y | +44.5% | +83.1% | -38.7% | +77.5% |
| All | +44.5% | +84.2% | -39.8% | +77.5% |
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 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