+487.4%
STX vs CIEN
+348.4%
+139.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +10.7% | -0.9% | +4.8% |
| 7D | -14.8% | -5.3% | -9.5% | -12.3% |
| 30D | -35.4% | -40.1% | +4.8% | -18.6% |
| 3M | -37.7% | -34.7% | -3.0% | -26.2% |
| 6M | -35.2% | -50.9% | +15.6% | -13.8% |
| YTD | +84.4% | +15.2% | +69.2% | +66.4% |
| 1Y | +82.3% | +35.2% | +47.1% | +53.7% |
| 3Y | +646.2% | +522.6% | +123.6% | +217.6% |
| 5Y | +487.4% | +344.2% | +143.2% | +183.8% |
| All | +487.4% | +348.4% | +139.1% | +183.8% |
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