+592.2%
CIEN vs SPXS
-79.5%
+671.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | 0.0% |
| 7D | -4.6% | +1.2% | -5.8% | -4.1% |
| 30D | -12.8% | +5.2% | -18.0% | -9.8% |
| 3M | -23.1% | -9.2% | -13.9% | -26.2% |
| 6M | +6.1% | -29.6% | +35.7% | -10.6% |
| YTD | +44.5% | -27.6% | +72.2% | +25.5% |
| 1Y | +176.6% | -36.7% | +213.4% | +128.1% |
| All | +592.2% | -79.5% | +671.7% | +316.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling