+128.6%
CIEN vs SPG
+3,474.3%
-3,345.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.1% | +8.7% | +8.7% |
| 7D | +8.7% | +2.7% | +6.0% | +7.7% |
| 30D | -26.9% | +16.6% | -43.5% | -31.8% |
| 3M | -23.6% | +8.1% | -31.7% | -26.5% |
| 6M | -49.1% | +19.3% | -68.4% | -53.5% |
| YTD | +26.6% | +31.1% | -4.5% | +11.0% |
| 1Y | +42.7% | +32.8% | +9.9% | +24.4% |
| 3Y | +570.8% | +135.8% | +435.0% | +358.9% |
| 5Y | +386.4% | +85.1% | +301.3% | +263.2% |
| 10Y | +1,261.7% | +115.9% | +1,145.8% | +690.9% |
| All | +128.6% | +3,474.3% | -3,345.7% | -73.7% |
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 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