+87.9%
CIEN vs STZ
+4,777.2%
-4,689.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.2% | +6.0% |
| 7D | -24.1% | +4.9% | -29.0% | -25.6% |
| 30D | -45.5% | +20.9% | -66.4% | -49.5% |
| 3M | -39.7% | +8.0% | -47.7% | -42.4% |
| 6M | -57.8% | -5.3% | -52.5% | -58.2% |
| YTD | +4.1% | +5.9% | -1.9% | -1.9% |
| 1Y | +20.8% | +14.2% | +6.6% | +10.8% |
| 3Y | +463.1% | -37.0% | +500.1% | +519.2% |
| 5Y | +302.3% | -29.7% | +332.0% | +321.7% |
| 10Y | +1,164.4% | +5.2% | +1,159.2% | +985.0% |
| All | +87.9% | +4,777.2% | -4,689.3% | -62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling