+344.2%
CIEN vs STT
+108.8%
+235.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.2% | +7.4% | +8.8% |
| 7D | -5.3% | +0.9% | -6.2% | -5.4% |
| 30D | -40.1% | -2.3% | -37.8% | -38.9% |
| 3M | -34.7% | -7.0% | -27.7% | -31.7% |
| 6M | -50.9% | +15.5% | -66.3% | -54.4% |
| YTD | +15.2% | +35.6% | -20.4% | -2.3% |
| 1Y | +35.2% | +47.9% | -12.7% | +9.7% |
| 3Y | +522.6% | +181.1% | +341.5% | +270.9% |
| 5Y | +344.2% | +108.2% | +236.0% | +183.5% |
| All | +344.2% | +108.8% | +235.4% | +183.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling