+316.8%
CIEN vs SMR
-53.6%
+370.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.3% | -1.3% | -4.1% |
| 7D | +15.3% | -8.3% | +23.5% | +16.8% |
| 30D | -22.0% | -20.1% | -1.9% | -19.1% |
| 3M | -36.6% | -52.7% | +16.0% | -29.5% |
| 6M | -51.5% | -61.0% | +9.6% | -44.8% |
| YTD | +20.0% | -67.1% | +87.1% | +36.9% |
| 1Y | +44.5% | -79.9% | +124.3% | +74.1% |
| 3Y | +539.0% | +101.7% | +437.3% | +475.5% |
| All | +316.8% | -53.6% | +370.5% | +317.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling