+1,146.8%
CIEN vs SYY
+88.7%
+1,058.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.7% | -4.9% |
| 7D | +15.3% | +0.3% | +15.0% | +15.2% |
| 30D | -22.0% | -4.8% | -17.2% | -21.2% |
| 3M | -36.6% | -7.1% | -29.6% | -35.7% |
| 6M | -51.5% | +6.8% | -58.3% | -53.1% |
| YTD | +20.0% | +7.7% | +12.3% | +15.7% |
| 1Y | +44.5% | +5.7% | +38.8% | +39.9% |
| 3Y | +539.0% | +24.6% | +514.5% | +477.6% |
| 5Y | +356.8% | +15.6% | +341.2% | +324.8% |
| All | +1,146.8% | +88.7% | +1,058.1% | +820.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 10y: compounded portfolio wealth divided by compounded SYY 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…
10y analysis · Full analysis span regression · 6 months rolling