+1,146.8%
CIEN vs SPGI
+333.9%
+813.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.7% | -5.0% |
| 7D | +15.3% | +1.2% | +14.0% | +14.7% |
| 30D | -22.0% | +15.9% | -37.9% | -26.9% |
| 3M | -36.6% | +12.3% | -48.9% | -40.4% |
| 6M | -51.5% | +23.7% | -75.1% | -57.4% |
| YTD | +20.0% | -3.5% | +23.5% | +16.5% |
| 1Y | +44.5% | +0.4% | +44.0% | +36.9% |
| 3Y | +539.0% | +29.9% | +509.1% | +416.3% |
| 5Y | +356.8% | +15.2% | +341.6% | +287.0% |
| All | +1,146.8% | +333.9% | +813.0% | +410.6% |
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