+1,188.7%
CIEN vs SPGI
+335.6%
+853.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.7% | +10.0% | +10.4% |
| 7D | -5.3% | -0.9% | -4.4% | -5.0% |
| 30D | -40.1% | +15.5% | -55.6% | -43.8% |
| 3M | -34.7% | +15.7% | -50.4% | -39.4% |
| 6M | -50.9% | +19.1% | -69.9% | -56.1% |
| YTD | +15.2% | -4.1% | +19.2% | +12.1% |
| 1Y | +35.2% | +1.2% | +34.0% | +27.3% |
| 3Y | +522.6% | +31.6% | +491.0% | +399.2% |
| 5Y | +344.2% | +12.4% | +331.8% | +281.2% |
| 10Y | +1,188.7% | +334.3% | +854.4% | +460.6% |
| All | +1,188.7% | +335.6% | +853.1% | +460.6% |
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