+538.2%
CIEN vs SN
+681.9%
-143.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.9% | +7.7% | +9.8% |
| 7D | -5.3% | +7.6% | -12.9% | -7.3% |
| 30D | -40.1% | +24.1% | -64.2% | -44.1% |
| 3M | -34.7% | +23.7% | -58.4% | -39.1% |
| 6M | -50.9% | +105.5% | -156.4% | -61.7% |
| YTD | +15.2% | +105.1% | -89.9% | -10.7% |
| 1Y | +35.2% | +148.3% | -113.1% | -1.5% |
| 3Y | +522.6% | +438.7% | +83.9% | +309.2% |
| All | +538.2% | +681.9% | -143.7% | +319.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling