+40.3%
CIEN vs SN
+136.6%
-96.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | 0.0% |
| 7D | +27.4% | +1.4% | +26.0% | +27.1% |
| 30D | -26.6% | +16.6% | -43.2% | -29.4% |
| 3M | -32.0% | +18.3% | -50.2% | -34.6% |
| 6M | -49.1% | +103.1% | -152.1% | -60.4% |
| YTD | +25.7% | +96.7% | -71.0% | -5.5% |
| 1Y | +40.3% | +134.3% | -94.0% | +0.3% |
| All | +40.3% | +136.6% | -96.3% | +0.3% |
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