+592.2%
CIEN vs SMR
+81.4%
+510.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.5% |
| 7D | -4.6% | +13.1% | -17.6% | -6.3% |
| 30D | -12.8% | +17.8% | -30.6% | -15.1% |
| 3M | -23.1% | +8.1% | -31.2% | -24.4% |
| 6M | +6.1% | -11.1% | +17.2% | +6.2% |
| YTD | +44.5% | -23.7% | +68.2% | +45.9% |
| 1Y | +176.6% | -69.4% | +246.0% | +204.9% |
| All | +592.2% | +81.4% | +510.8% | +509.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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