+179.3%
CIEN vs STLA
-40.1%
+219.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.1% | +9.4% | +6.4% |
| 7D | -5.3% | +0.7% | -6.0% | -5.3% |
| 30D | -17.2% | -2.4% | -14.9% | -17.1% |
| 3M | -26.9% | -23.9% | -3.0% | -25.1% |
| 6M | +16.0% | -24.6% | +40.6% | +18.4% |
| YTD | +45.9% | -50.5% | +96.4% | +49.7% |
| All | +179.3% | -40.1% | +219.4% | +172.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling