+463.1%
CIEN vs SPGI
+32.5%
+430.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.4% | +5.3% |
| 7D | -24.1% | +0.3% | -24.4% | -24.0% |
| 30D | -45.5% | +18.4% | -63.9% | -44.6% |
| 3M | -39.7% | +15.7% | -55.4% | -39.0% |
| 6M | -57.8% | +17.3% | -75.1% | -57.6% |
| YTD | +4.1% | -4.7% | +8.8% | +10.9% |
| 1Y | +20.8% | +1.8% | +19.0% | +23.5% |
| 3Y | +463.1% | +31.7% | +431.4% | +309.1% |
| All | +463.1% | +32.5% | +430.6% | +309.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling