+566.8%
CIEN vs SPGI
+23.3%
+543.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.1% |
| 7D | -15.2% | +0.1% | -15.3% | -15.1% |
| 30D | -21.5% | +8.4% | -29.9% | -21.6% |
| 3M | -40.1% | +11.8% | -51.9% | -40.6% |
| 6M | -6.6% | +5.7% | -12.3% | -6.4% |
| YTD | +37.3% | -9.7% | +46.9% | +44.4% |
| 1Y | +174.5% | -12.5% | +187.0% | +194.0% |
| All | +566.8% | +23.3% | +543.5% | +471.0% |
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 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