+186.8%
CIEN vs STT
+74.0%
+112.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.5% | +7.0% |
| 7D | -5.3% | +2.2% | -7.5% | -6.7% |
| 30D | -17.2% | +3.9% | -21.1% | -19.2% |
| 3M | -26.9% | +19.2% | -46.0% | -33.5% |
| 6M | +16.0% | +60.4% | -44.4% | -12.0% |
| YTD | +45.9% | +51.5% | -5.5% | +12.6% |
| 1Y | +186.8% | +76.3% | +110.5% | +114.1% |
| All | +186.8% | +74.0% | +112.8% | +114.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling