+463.1%
CIEN vs SN
+397.9%
+65.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.7% | +2.8% | +4.5% |
| 7D | -24.1% | +7.2% | -31.3% | -26.2% |
| 30D | -45.5% | +20.4% | -65.9% | -49.3% |
| 3M | -39.7% | +23.9% | -63.6% | -44.7% |
| 6M | -57.8% | +93.0% | -150.8% | -68.2% |
| YTD | +4.1% | +99.2% | -95.2% | -23.2% |
| 1Y | +20.8% | +142.6% | -121.8% | -17.9% |
| 3Y | +463.1% | +398.8% | +64.3% | +211.1% |
| All | +463.1% | +397.9% | +65.2% | +211.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling