+48.9%
CIEN vs SN
+156.5%
-107.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +4.1% | -13.4% | -10.2% |
| 7D | -25.0% | +10.6% | -35.7% | -27.1% |
| 30D | -30.1% | +20.0% | -50.2% | -33.6% |
| 3M | -33.8% | +30.4% | -64.1% | -38.5% |
| 6M | -49.4% | +91.0% | -140.4% | -60.0% |
| YTD | +16.4% | +95.9% | -79.5% | -13.0% |
| 1Y | +48.9% | +158.9% | -110.0% | 0.0% |
| All | +48.9% | +156.5% | -107.6% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling