+163.8%
CIEN vs SPXS
-36.2%
+200.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.4% | +6.9% | +2.5% |
| 7D | +8.9% | +2.5% | +6.4% | +11.2% |
| 30D | -19.1% | +4.2% | -23.3% | -16.1% |
| 3M | -21.5% | -9.3% | -12.2% | -26.1% |
| 6M | +2.8% | -30.7% | +33.5% | -19.7% |
| YTD | +49.5% | -28.1% | +77.5% | +22.4% |
| 1Y | +163.8% | -35.1% | +198.9% | +102.1% |
| All | +163.8% | -36.2% | +200.0% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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