+147.9%
CIEN vs SPG
+3,055.0%
-2,907.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.5% |
| 7D | -15.2% | -2.4% | -12.8% | -14.3% |
| 30D | -21.5% | -6.8% | -14.6% | -19.1% |
| 3M | -40.1% | +2.7% | -42.7% | -41.3% |
| 6M | -6.6% | +5.5% | -12.0% | -9.4% |
| YTD | +37.3% | +15.7% | +21.6% | +27.5% |
| 1Y | +174.5% | +20.9% | +153.7% | +149.5% |
| 3Y | +562.3% | +112.4% | +449.9% | +375.5% |
| 5Y | +463.9% | +101.4% | +362.6% | +308.9% |
| 10Y | +1,302.4% | +60.6% | +1,241.7% | +841.2% |
| All | +147.9% | +3,055.0% | -2,907.2% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling