+506.7%
CIEN vs STZ
-36.5%
+543.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -5.6% | +11.9% | +7.0% |
| 7D | -5.3% | -7.4% | +2.1% | -4.4% |
| 30D | -17.2% | -10.9% | -6.4% | -16.2% |
| 3M | -26.9% | -13.4% | -13.4% | -25.6% |
| 6M | +16.0% | -16.2% | +32.2% | +18.5% |
| YTD | +45.9% | -10.4% | +56.4% | +45.7% |
| 1Y | +186.8% | -14.8% | +201.6% | +189.4% |
| 3Y | +607.8% | -50.1% | +657.9% | +719.1% |
| 5Y | +506.7% | -38.8% | +545.5% | +519.1% |
| All | +506.7% | -36.5% | +543.3% | +519.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling