+564.8%
CIEN vs SN
+671.3%
-106.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.8% | -7.4% | -5.4% |
| 7D | +15.3% | +1.5% | +13.7% | +14.7% |
| 30D | -22.0% | +21.5% | -43.5% | -26.7% |
| 3M | -36.6% | +20.0% | -56.7% | -40.4% |
| 6M | -51.5% | +119.9% | -171.4% | -63.0% |
| YTD | +20.0% | +102.3% | -82.4% | -6.6% |
| 1Y | +44.5% | +148.0% | -103.5% | +5.1% |
| 3Y | +539.0% | +450.0% | +89.0% | +320.9% |
| All | +564.8% | +671.3% | -106.5% | +338.7% |
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