+1,019.5%
STX vs CIEN
+465.8%
+553.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.2% | +5.8% |
| 7D | +2.4% | -15.2% | +17.5% | +10.0% |
| 30D | +1.4% | -21.5% | +22.9% | +12.8% |
| 3M | -8.2% | -40.1% | +31.9% | +15.3% |
| 6M | +127.0% | -6.6% | +133.6% | +129.4% |
| YTD | +209.1% | +37.3% | +171.9% | +163.6% |
| 1Y | +365.4% | +174.5% | +190.9% | +203.9% |
| 3Y | +1,135.4% | +562.3% | +573.1% | +424.0% |
| All | +1,019.5% | +465.8% | +553.7% | +404.2% |
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