+592.2%
CIEN vs STLA
-66.8%
+659.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.6% |
| 7D | -4.6% | +0.4% | -4.9% | -4.8% |
| 30D | -12.8% | -5.2% | -7.6% | -12.1% |
| 3M | -23.1% | -24.9% | +1.8% | -18.5% |
| 6M | +6.1% | -25.2% | +31.3% | +12.1% |
| YTD | +44.5% | -51.4% | +95.9% | +65.6% |
| 1Y | +176.6% | -40.7% | +217.3% | +193.9% |
| All | +592.2% | -66.8% | +659.0% | +665.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling