+1,188.7%
CIEN vs STT
+211.9%
+976.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.2% | +7.4% | +9.2% |
| 7D | -5.3% | +0.9% | -6.2% | -5.4% |
| 30D | -40.1% | -2.3% | -37.8% | -39.1% |
| 3M | -34.7% | -7.0% | -27.7% | -32.1% |
| 6M | -50.9% | +15.5% | -66.3% | -53.8% |
| YTD | +15.2% | +35.6% | -20.4% | +0.4% |
| 1Y | +35.2% | +47.9% | -12.7% | +13.6% |
| 3Y | +522.6% | +181.1% | +341.5% | +298.8% |
| 5Y | +344.2% | +108.2% | +236.0% | +210.0% |
| 10Y | +1,188.7% | +201.0% | +987.7% | +521.8% |
| All | +1,188.7% | +211.9% | +976.8% | +521.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling