+708.7%
CIEN vs SN
+496.6%
+212.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.3% | +6.0% |
| 7D | -5.3% | +0.1% | -5.4% | -5.3% |
| 30D | -17.2% | -5.6% | -11.6% | -15.7% |
| 3M | -26.9% | +48.1% | -74.9% | -36.4% |
| 6M | +16.0% | +57.6% | -41.6% | -1.7% |
| YTD | +45.9% | +56.5% | -10.6% | +23.6% |
| 1Y | +186.8% | +52.6% | +134.2% | +143.5% |
| 3Y | +607.8% | +412.0% | +195.8% | +406.6% |
| All | +708.7% | +496.6% | +212.1% | +480.7% |
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