+520.6%
CIEN vs SPXS
-85.4%
+606.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -0.1% |
| 7D | +5.4% | +6.4% | -1.0% | +8.7% |
| 30D | -13.7% | +6.0% | -19.7% | -11.0% |
| 3M | -23.0% | -11.6% | -11.4% | -26.5% |
| 6M | -0.8% | -28.7% | +27.9% | -12.5% |
| YTD | +43.1% | -26.3% | +69.3% | +29.7% |
| 1Y | +157.6% | -34.9% | +192.6% | +125.4% |
| 3Y | +593.8% | -79.5% | +673.3% | +346.2% |
| 5Y | +520.6% | -85.9% | +606.5% | +306.3% |
| All | +520.6% | -85.4% | +606.0% | +306.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling