+344.2%
CIEN vs STLA
-70.4%
+414.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.2% | +10.9% | +10.7% |
| 7D | -5.3% | -6.4% | +1.1% | -3.7% |
| 30D | -40.1% | -1.3% | -38.8% | -40.1% |
| 3M | -34.7% | -19.9% | -14.8% | -31.4% |
| 6M | -50.9% | -42.9% | -8.0% | -43.5% |
| YTD | +15.2% | -59.4% | +74.6% | +42.8% |
| 1Y | +35.2% | -56.8% | +92.0% | +63.1% |
| 3Y | +522.6% | -73.1% | +595.6% | +727.0% |
| 5Y | +344.2% | -70.1% | +414.3% | +414.6% |
| All | +344.2% | -70.4% | +414.6% | +414.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling