-36.6%
CIEN vs SPCH
-56.3%
+19.7%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | +27.4% | +26.5% | +0.9% | +22.0% |
| 30D | -26.6% | -24.8% | -1.8% | -24.1% |
| 3M | -32.0% | -19.3% | -12.6% | -30.3% |
| All | -36.6% | -56.3% | +19.7% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPCH.
Daily Out/Under-Performance
Portfolio return minus SPCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPCH 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 6mo: compounded portfolio wealth divided by compounded SPCH 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…
6mo analysis · Full analysis span regression · Available span rolling