+1,830.7%
CIEN vs STLA
+189.2%
+1,641.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.2% | +10.9% | +10.7% |
| 7D | -5.3% | -6.4% | +1.1% | -3.9% |
| 30D | -40.1% | -1.3% | -38.8% | -40.1% |
| 3M | -34.7% | -19.9% | -14.8% | -31.9% |
| 6M | -50.9% | -42.9% | -8.0% | -45.0% |
| YTD | +15.2% | -59.4% | +74.6% | +36.8% |
| 1Y | +35.2% | -56.8% | +92.0% | +57.7% |
| 3Y | +522.6% | -73.1% | +595.6% | +685.8% |
| 5Y | +344.2% | -70.1% | +414.3% | +436.8% |
| 10Y | +1,188.7% | +19.8% | +1,168.9% | +1,042.1% |
| All | +1,830.7% | +189.2% | +1,641.5% | +1,563.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling