+566.8%
CIEN vs SPG
+111.2%
+455.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.6% |
| 7D | -15.2% | -2.4% | -12.8% | -14.1% |
| 30D | -21.5% | -6.8% | -14.6% | -18.5% |
| 3M | -40.1% | +2.7% | -42.7% | -42.3% |
| 6M | -6.6% | +5.5% | -12.0% | -11.5% |
| YTD | +37.3% | +15.7% | +21.6% | +21.9% |
| 1Y | +174.5% | +20.9% | +153.7% | +135.1% |
| All | +566.8% | +111.2% | +455.6% | +308.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling