+161.0%
CIEN vs SU
+4,549.6%
-4,388.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -1.5% |
| 7D | -4.6% | +1.6% | -6.1% | -5.1% |
| 30D | -12.8% | +10.7% | -23.6% | -16.0% |
| 3M | -23.1% | +13.5% | -36.6% | -26.9% |
| 6M | +6.1% | +21.8% | -15.7% | -2.1% |
| YTD | +44.5% | +58.8% | -14.3% | +21.5% |
| 1Y | +176.6% | +72.0% | +104.6% | +126.0% |
| 3Y | +601.0% | +121.7% | +479.2% | +413.9% |
| 5Y | +509.1% | +350.4% | +158.7% | +228.6% |
| 10Y | +1,460.5% | +264.7% | +1,195.8% | +690.4% |
| All | +161.0% | +4,549.6% | -4,388.6% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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