+1,460.5%
CIEN vs STZ
-13.0%
+1,473.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.1% |
| 7D | -4.6% | -6.0% | +1.5% | -3.1% |
| 30D | -12.8% | -8.9% | -3.9% | -11.0% |
| 3M | -23.1% | -12.6% | -10.5% | -20.8% |
| 6M | +6.1% | -17.2% | +23.3% | +10.4% |
| YTD | +44.5% | -10.0% | +54.6% | +45.3% |
| 1Y | +176.6% | -14.3% | +190.9% | +181.9% |
| 3Y | +601.0% | -49.9% | +650.9% | +735.3% |
| 5Y | +509.1% | -38.2% | +547.4% | +565.8% |
| 10Y | +1,460.5% | -12.0% | +1,472.5% | +1,303.0% |
| All | +1,460.5% | -13.0% | +1,473.5% | +1,303.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling