+522.6%
CIEN vs SM
-14.2%
+536.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.7% | +13.4% | +11.0% |
| 7D | -5.3% | -22.3% | +17.0% | -1.9% |
| 30D | -40.1% | -21.4% | -18.8% | -38.1% |
| 3M | -34.7% | +1.4% | -36.0% | -35.0% |
| 6M | -50.9% | +0.1% | -51.0% | -51.4% |
| YTD | +15.2% | +59.0% | -43.8% | -0.7% |
| 1Y | +35.2% | +64.3% | -29.2% | +14.7% |
| 3Y | +522.6% | -13.1% | +535.7% | +484.2% |
| All | +522.6% | -14.2% | +536.8% | +484.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling