+176.6%
CIEN vs SPG
+19.3%
+157.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -1.4% |
| 7D | -4.6% | -1.7% | -2.9% | -4.9% |
| 30D | -12.8% | -6.3% | -6.6% | -13.9% |
| 3M | -23.1% | -2.4% | -20.6% | -25.1% |
| 6M | +6.1% | +9.6% | -3.5% | +2.8% |
| YTD | +44.5% | +14.2% | +30.3% | +43.5% |
| 1Y | +176.6% | +19.3% | +157.3% | +178.7% |
| All | +176.6% | +19.3% | +157.4% | +178.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling