+566.8%
CIEN vs STT
+206.4%
+360.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.0% |
| 7D | -15.2% | +0.5% | -15.7% | -15.6% |
| 30D | -21.5% | +3.9% | -25.3% | -23.7% |
| 3M | -40.1% | +20.0% | -60.0% | -47.3% |
| 6M | -6.6% | +55.3% | -61.9% | -31.9% |
| YTD | +37.3% | +53.3% | -16.1% | -0.1% |
| 1Y | +174.5% | +74.7% | +99.8% | +81.4% |
| All | +566.8% | +206.4% | +360.4% | +201.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling