+476.8%
CIEN vs SN
+659.6%
-182.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.7% | +2.8% | +4.7% |
| 7D | -24.1% | +7.2% | -31.3% | -25.8% |
| 30D | -45.5% | +20.4% | -65.9% | -48.7% |
| 3M | -39.7% | +23.9% | -63.6% | -43.9% |
| 6M | -57.8% | +93.0% | -150.8% | -66.5% |
| YTD | +4.1% | +99.2% | -95.2% | -18.6% |
| 1Y | +20.8% | +142.6% | -121.8% | -11.4% |
| 3Y | +463.1% | +398.8% | +64.3% | +273.8% |
| All | +476.8% | +659.6% | -182.8% | +282.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling