+147.9%
CIEN vs SYY
+1,892.4%
-1,744.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.6% |
| 7D | -15.2% | -2.3% | -12.9% | -14.4% |
| 30D | -21.5% | -4.9% | -16.5% | -19.9% |
| 3M | -40.1% | +8.4% | -48.5% | -42.4% |
| 6M | -6.6% | -7.4% | +0.8% | -4.3% |
| YTD | +37.3% | +11.0% | +26.3% | +30.3% |
| 1Y | +174.5% | -0.2% | +174.8% | +171.0% |
| 3Y | +562.3% | +23.8% | +538.5% | +487.0% |
| 5Y | +463.9% | +18.1% | +445.8% | +407.4% |
| 10Y | +1,302.4% | +94.6% | +1,207.8% | +799.3% |
| All | +147.9% | +1,892.4% | -1,744.5% | -58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling