+822.3%
CIEN vs SNAP
-79.3%
+901.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.6% | +8.0% | +5.8% |
| 7D | -24.1% | -7.1% | -17.0% | -23.3% |
| 30D | -45.5% | -14.6% | -30.9% | -44.3% |
| 3M | -39.7% | -5.0% | -34.7% | -39.5% |
| 6M | -57.8% | -18.8% | -39.0% | -57.0% |
| YTD | +4.1% | -38.5% | +42.6% | +9.1% |
| 1Y | +20.8% | -38.1% | +58.9% | +26.5% |
| 3Y | +463.1% | -53.8% | +516.9% | +485.4% |
| 5Y | +302.3% | -90.7% | +393.0% | +361.4% |
| All | +822.3% | -79.3% | +901.6% | +732.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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