+48.9%
CIEN vs SPXU
-30.4%
+79.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.9% | -4.4% | -13.7% |
| 7D | -25.0% | +2.2% | -27.2% | -23.2% |
| 30D | -30.1% | +3.8% | -33.9% | -26.3% |
| 3M | -33.8% | +3.3% | -37.1% | -29.8% |
| 6M | -49.4% | -16.7% | -32.7% | -53.9% |
| YTD | +16.4% | -28.6% | +45.0% | -3.0% |
| 1Y | +48.9% | -30.6% | +79.4% | +23.9% |
| All | +48.9% | -30.4% | +79.2% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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