+30.4%
CIEN vs SN
+140.3%
-110.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.3% |
| 7D | -9.3% | +7.6% | -16.9% | -10.8% |
| 30D | -39.5% | +22.4% | -61.9% | -42.6% |
| 3M | -29.8% | +21.7% | -51.5% | -33.0% |
| 6M | -50.4% | +102.8% | -153.2% | -61.2% |
| YTD | +16.3% | +102.4% | -86.1% | -13.0% |
| 1Y | +30.4% | +139.0% | -108.6% | -6.8% |
| All | +30.4% | +140.3% | -110.0% | -6.8% |
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