-39.5%
CIEN vs SPCH
-57.0%
+17.5%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -2.9% | -4.3% |
| 7D | +15.3% | +6.5% | +8.7% | +13.9% |
| 30D | -22.0% | -21.8% | -0.2% | -19.6% |
| 3M | -36.6% | -14.9% | -21.8% | -35.2% |
| All | -39.5% | -57.0% | +17.5% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling