+163.8%
CIEN vs SPMO
+24.6%
+139.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +3.9% | +3.5% |
| 7D | +8.9% | -0.9% | +9.8% | +10.8% |
| 30D | -19.1% | -1.9% | -17.2% | -15.8% |
| 3M | -21.5% | -1.4% | -20.1% | -19.5% |
| 6M | +2.8% | +25.5% | -22.7% | -37.0% |
| YTD | +49.5% | +24.8% | +24.6% | -6.5% |
| 1Y | +163.8% | +24.5% | +139.3% | +66.2% |
| All | +163.8% | +24.6% | +139.2% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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