+147.9%
CIEN vs STZ
+4,268.7%
-4,120.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | -15.2% | -1.9% | -13.3% | -14.6% |
| 30D | -21.5% | -1.9% | -19.6% | -21.2% |
| 3M | -40.1% | -6.2% | -33.8% | -39.3% |
| 6M | -6.6% | -14.0% | +7.4% | -2.8% |
| YTD | +37.3% | -5.1% | +42.4% | +36.5% |
| 1Y | +174.5% | -9.6% | +184.1% | +176.9% |
| 3Y | +562.3% | -47.2% | +609.5% | +687.3% |
| 5Y | +463.9% | -33.6% | +497.5% | +511.4% |
| 10Y | +1,302.4% | -9.8% | +1,312.1% | +1,189.6% |
| All | +147.9% | +4,268.7% | -4,120.8% | -47.8% |
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