+5,683.8%
CIEN vs SPXS
-100.0%
+5,783.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.7% |
| 7D | -15.2% | -0.1% | -15.1% | -15.3% |
| 30D | -21.5% | +0.8% | -22.3% | -21.0% |
| 3M | -40.1% | -4.7% | -35.4% | -40.2% |
| 6M | -6.6% | -29.6% | +23.1% | -17.3% |
| YTD | +37.3% | -29.8% | +67.1% | +22.3% |
| 1Y | +174.5% | -38.9% | +213.5% | +134.6% |
| 3Y | +562.3% | -79.6% | +641.9% | +309.8% |
| 5Y | +463.9% | -85.9% | +549.9% | +263.1% |
| 10Y | +1,302.4% | -99.5% | +1,401.9% | +171.4% |
| All | +5,683.8% | -100.0% | +5,783.8% | +70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling