-15.7%
STM vs CIEN
+301.0%
-316.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.5% | -1.0% | +2.3% |
| 7D | -10.7% | -24.1% | +13.4% | -1.2% |
| 30D | -25.7% | -45.5% | +19.7% | -7.2% |
| 3M | -21.6% | -39.7% | +18.2% | -7.1% |
| 6M | -27.8% | -57.8% | +30.0% | -3.1% |
| YTD | +61.8% | +4.1% | +57.7% | +52.8% |
| 1Y | +78.1% | +20.8% | +57.3% | +57.1% |
| 3Y | +4.9% | +463.1% | -458.2% | -56.8% |
| All | -15.7% | +301.0% | -316.7% | -58.1% |
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