+539.0%
CIEN vs SN
+440.0%
+99.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.8% | -7.4% | -5.6% |
| 7D | +15.3% | +1.5% | +13.7% | +14.6% |
| 30D | -22.0% | +21.5% | -43.5% | -27.7% |
| 3M | -36.6% | +20.0% | -56.7% | -41.2% |
| 6M | -51.5% | +119.9% | -171.4% | -65.4% |
| YTD | +20.0% | +102.3% | -82.4% | -12.2% |
| 1Y | +44.5% | +148.0% | -103.5% | -3.1% |
| 3Y | +539.0% | +450.0% | +89.0% | +234.4% |
| All | +539.0% | +440.0% | +99.0% | +234.4% |
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