+186.8%
CIEN vs SPGI
-14.9%
+201.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.2% | +9.5% | +4.2% |
| 7D | -5.3% | -2.5% | -2.8% | -6.3% |
| 30D | -17.2% | +5.4% | -22.7% | -14.0% |
| 3M | -26.9% | +9.0% | -35.9% | -21.6% |
| 6M | +16.0% | +0.8% | +15.2% | +22.3% |
| YTD | +45.9% | -12.6% | +58.5% | +48.1% |
| 1Y | +186.8% | -16.1% | +202.9% | +200.0% |
| All | +186.8% | -14.9% | +201.7% | +200.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling