+108.0%
CIEN vs SM
+421.5%
-313.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.7% | +13.4% | +11.1% |
| 7D | -5.3% | -22.3% | +17.0% | -0.9% |
| 30D | -40.1% | -21.4% | -18.8% | -37.6% |
| 3M | -34.7% | +1.4% | -36.0% | -35.3% |
| 6M | -50.9% | +0.1% | -51.0% | -51.6% |
| YTD | +15.2% | +59.0% | -43.8% | +2.5% |
| 1Y | +35.2% | +64.3% | -29.2% | +19.2% |
| 3Y | +522.6% | -13.1% | +535.7% | +501.4% |
| 5Y | +344.2% | -13.9% | +358.1% | +308.5% |
| 10Y | +1,188.7% | +1.7% | +1,187.0% | +646.2% |
| All | +108.0% | +421.5% | -313.5% | -50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling