-49.1%
CIEN vs SM
+4.1%
-53.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.6% | +3.2% | +8.6% |
| 7D | +8.7% | +0.3% | +8.4% | +8.6% |
| 30D | -26.9% | -17.3% | -9.6% | -27.2% |
| 3M | -23.6% | -3.6% | -20.0% | -21.7% |
| 6M | -49.1% | +2.9% | -52.0% | -46.4% |
| All | -49.1% | +4.1% | -53.1% | -46.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling