+116.6%
CIEN vs SYY
+1,832.6%
-1,716.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.7% | -5.0% |
| 7D | +15.3% | +0.3% | +15.0% | +15.1% |
| 30D | -22.0% | -4.8% | -17.2% | -20.9% |
| 3M | -36.6% | -7.1% | -29.6% | -35.4% |
| 6M | -51.5% | +6.8% | -58.3% | -53.5% |
| YTD | +20.0% | +7.7% | +12.3% | +14.2% |
| 1Y | +44.5% | +5.7% | +38.8% | +38.3% |
| 3Y | +539.0% | +24.6% | +514.5% | +459.3% |
| 5Y | +356.8% | +15.6% | +341.2% | +311.3% |
| 10Y | +1,190.4% | +87.9% | +1,102.5% | +732.5% |
| All | +116.6% | +1,832.6% | -1,716.0% | -64.0% |
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