+48.9%
CIEN vs STZ
+14.7%
+34.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +5.3% | -14.6% | -6.8% |
| 7D | -25.0% | +13.0% | -38.0% | -20.5% |
| 30D | -30.1% | +29.4% | -59.6% | -23.4% |
| 3M | -33.8% | +11.6% | -45.4% | -29.5% |
| 6M | -49.4% | -0.2% | -49.2% | -45.9% |
| YTD | +16.4% | +8.6% | +7.9% | +24.6% |
| 1Y | +48.9% | +15.9% | +32.9% | +68.3% |
| All | +48.9% | +14.7% | +34.1% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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