+87.9%
CIEN vs SUI
+1,998.4%
-1,910.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +6.9% | +6.2% |
| 7D | -24.1% | +6.2% | -30.3% | -26.9% |
| 30D | -45.5% | +8.6% | -54.1% | -48.6% |
| 3M | -39.7% | +1.0% | -40.7% | -41.2% |
| 6M | -57.8% | -2.6% | -55.2% | -58.7% |
| YTD | +4.1% | -0.1% | +4.2% | +0.1% |
| 1Y | +20.8% | +0.5% | +20.3% | +15.7% |
| 3Y | +463.1% | +15.3% | +447.9% | +382.0% |
| 5Y | +302.3% | -26.1% | +328.4% | +328.5% |
| 10Y | +1,164.4% | +117.8% | +1,046.5% | +573.8% |
| All | +87.9% | +1,998.4% | -1,910.5% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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