+506.7%
CIEN vs SPG
+106.4%
+400.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.2% | +5.2% | +5.7% |
| 7D | -5.3% | 0.0% | -5.3% | -5.3% |
| 30D | -17.2% | -4.9% | -12.3% | -14.9% |
| 3M | -26.9% | +3.3% | -30.2% | -29.3% |
| 6M | +16.0% | +11.2% | +4.8% | +7.3% |
| YTD | +45.9% | +17.1% | +28.9% | +30.3% |
| 1Y | +186.8% | +21.6% | +165.2% | +149.0% |
| 3Y | +607.8% | +111.9% | +495.9% | +346.0% |
| 5Y | +506.7% | +106.9% | +399.8% | +258.7% |
| All | +506.7% | +106.4% | +400.4% | +258.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling