+108.0%
CIEN vs SPG
+3,447.8%
-3,339.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.0% | +8.6% | +9.8% |
| 7D | -5.3% | +5.1% | -10.4% | -7.2% |
| 30D | -40.1% | +16.8% | -57.0% | -44.2% |
| 3M | -34.7% | +5.7% | -40.3% | -36.5% |
| 6M | -50.9% | +17.8% | -68.7% | -54.8% |
| YTD | +15.2% | +30.1% | -14.9% | +1.3% |
| 1Y | +35.2% | +32.8% | +2.4% | +17.7% |
| 3Y | +522.6% | +137.2% | +385.4% | +324.8% |
| 5Y | +344.2% | +81.5% | +262.8% | +234.4% |
| 10Y | +1,188.7% | +116.5% | +1,072.1% | +646.9% |
| All | +108.0% | +3,447.8% | -3,339.8% | -76.0% |
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