-4.6%
STM vs CIEN
+356.6%
-361.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +2.4% |
| 7D | +12.0% | +15.3% | -3.3% | +5.8% |
| 30D | -0.4% | -22.0% | +21.6% | +8.7% |
| 3M | -13.2% | -36.6% | +23.5% | +1.0% |
| 6M | -26.1% | -51.5% | +25.4% | -6.2% |
| YTD | +81.2% | +20.0% | +61.2% | +61.7% |
| 1Y | +98.3% | +44.5% | +53.9% | +63.3% |
| 3Y | +16.7% | +539.0% | -522.3% | -54.2% |
| All | -4.6% | +356.6% | -361.2% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 5y: compounded portfolio wealth divided by compounded CIEN 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…
5y analysis · Full analysis span regression · 6 months rolling