+2,201.1%
CIEN vs STLA
+263.8%
+1,937.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.8% |
| 7D | -15.2% | +2.6% | -17.8% | -15.7% |
| 30D | -21.5% | -1.2% | -20.2% | -21.5% |
| 3M | -40.1% | -24.8% | -15.3% | -36.5% |
| 6M | -6.6% | -25.6% | +19.0% | -1.0% |
| YTD | +37.3% | -48.9% | +86.2% | +55.5% |
| 1Y | +174.5% | -38.8% | +213.3% | +195.7% |
| 3Y | +562.3% | -64.5% | +626.8% | +688.4% |
| 5Y | +463.9% | -62.4% | +526.4% | +549.7% |
| 10Y | +1,302.4% | +55.4% | +1,247.0% | +1,077.8% |
| All | +2,201.1% | +263.8% | +1,937.3% | +1,791.4% |
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