+110.1%
CIEN vs STZ
+4,898.9%
-4,788.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -9.3% | +5.3% | -14.7% | -11.0% |
| 30D | -39.5% | +19.6% | -59.1% | -43.7% |
| 3M | -29.8% | +10.0% | -39.8% | -33.2% |
| 6M | -50.4% | -0.3% | -50.1% | -51.6% |
| YTD | +16.3% | +8.6% | +7.8% | +8.9% |
| 1Y | +30.4% | +16.6% | +13.8% | +18.9% |
| 3Y | +516.6% | -34.8% | +551.4% | +570.7% |
| 5Y | +349.8% | -27.8% | +377.6% | +367.7% |
| 10Y | +1,184.7% | +12.5% | +1,172.2% | +979.1% |
| All | +110.1% | +4,898.9% | -4,788.7% | -58.3% |
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 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