+660.7%
CIEN vs SN
+490.7%
+170.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.4% |
| 7D | -15.2% | -9.3% | -5.8% | -12.5% |
| 30D | -21.5% | -4.8% | -16.7% | -20.3% |
| 3M | -40.1% | +40.4% | -80.5% | -46.9% |
| 6M | -6.6% | +50.9% | -57.5% | -19.7% |
| YTD | +37.3% | +54.9% | -17.7% | +16.6% |
| 1Y | +174.5% | +43.0% | +131.5% | +137.9% |
| 3Y | +562.3% | +391.8% | +170.4% | +375.5% |
| All | +660.7% | +490.7% | +170.0% | +447.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling