+147.9%
CIEN vs STLD
+6,732.2%
-6,584.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.7% |
| 7D | -15.2% | +3.1% | -18.3% | -16.3% |
| 30D | -21.5% | -9.0% | -12.5% | -18.8% |
| 3M | -40.1% | -12.4% | -27.7% | -37.4% |
| 6M | -6.6% | +25.5% | -32.1% | -15.2% |
| YTD | +37.3% | +43.6% | -6.4% | +17.6% |
| 1Y | +174.5% | +87.2% | +87.4% | +112.0% |
| 3Y | +562.3% | +135.2% | +427.0% | +356.6% |
| 5Y | +463.9% | +290.9% | +173.1% | +201.3% |
| 10Y | +1,302.4% | +1,113.5% | +188.9% | +317.9% |
| All | +147.9% | +6,732.2% | -6,584.3% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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