+1,438.7%
CIEN vs SPGI
+296.1%
+1,142.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.2% | +9.5% | +7.7% |
| 7D | -5.3% | -2.5% | -2.8% | -4.6% |
| 30D | -17.2% | +5.4% | -22.7% | -19.7% |
| 3M | -26.9% | +9.0% | -35.9% | -31.4% |
| 6M | +16.0% | +0.8% | +15.2% | +11.7% |
| YTD | +45.9% | -12.6% | +58.5% | +48.5% |
| 1Y | +186.8% | -16.1% | +202.9% | +196.4% |
| 3Y | +607.8% | +19.0% | +588.8% | +494.4% |
| 5Y | +506.7% | +5.1% | +501.7% | +435.3% |
| 10Y | +1,438.7% | +295.5% | +1,143.3% | +536.1% |
| All | +1,438.7% | +296.1% | +1,142.6% | +536.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 10y: compounded portfolio wealth divided by compounded SPGI 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…
10y analysis · Full analysis span regression · 6 months rolling