+147.9%
CIEN vs SM
+553.0%
-405.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.6% |
| 7D | -15.2% | +0.1% | -15.3% | -15.2% |
| 30D | -21.5% | +26.3% | -47.8% | -24.9% |
| 3M | -40.1% | +8.7% | -48.7% | -41.5% |
| 6M | -6.6% | +51.7% | -58.2% | -15.4% |
| YTD | +37.3% | +99.0% | -61.8% | +17.8% |
| 1Y | +174.5% | +34.6% | +140.0% | +151.3% |
| 3Y | +562.3% | -7.8% | +570.0% | +533.6% |
| 5Y | +463.9% | +104.8% | +359.2% | +342.6% |
| 10Y | +1,302.4% | +7.2% | +1,295.1% | +714.1% |
| All | +147.9% | +553.0% | -405.1% | -43.4% |
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 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