+110.1%
CIEN vs SNPS
+2,143.7%
-2,033.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.8% |
| 7D | -9.3% | -0.6% | -8.7% | -8.5% |
| 30D | -39.5% | -9.8% | -29.7% | -35.3% |
| 3M | -29.8% | +11.7% | -41.5% | -33.7% |
| 6M | -50.4% | -10.9% | -39.4% | -46.9% |
| YTD | +16.3% | -2.1% | +18.4% | +15.8% |
| 1Y | +30.4% | +14.8% | +15.6% | +19.1% |
| 3Y | +516.6% | -11.3% | +527.9% | +472.2% |
| 5Y | +349.8% | +36.2% | +313.5% | +214.1% |
| 10Y | +1,184.7% | +684.5% | +500.2% | +211.1% |
| All | +110.1% | +2,143.7% | -2,033.5% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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