+147.9%
CIEN vs SPGI
+6,186.5%
-6,038.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +2.0% |
| 7D | -15.2% | +0.1% | -15.3% | -15.6% |
| 30D | -21.5% | +8.4% | -29.9% | -25.6% |
| 3M | -40.1% | +11.8% | -51.9% | -45.5% |
| 6M | -6.6% | +5.7% | -12.3% | -13.7% |
| YTD | +37.3% | -9.7% | +46.9% | +36.0% |
| 1Y | +174.5% | -12.5% | +187.0% | +174.3% |
| 3Y | +562.3% | +21.8% | +540.4% | +439.7% |
| 5Y | +463.9% | +8.2% | +455.8% | +385.6% |
| 10Y | +1,302.4% | +309.5% | +992.8% | +407.5% |
| All | +147.9% | +6,186.5% | -6,038.6% | -88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling