+1,146.8%
CIEN vs SPXU
-99.5%
+1,246.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.8% | -4.0% |
| 7D | +15.3% | -7.6% | +22.8% | +12.0% |
| 30D | -22.0% | +5.3% | -27.3% | -18.3% |
| 3M | -36.6% | +9.6% | -46.3% | -32.0% |
| 6M | -51.5% | -4.5% | -46.9% | -49.9% |
| YTD | +20.0% | -25.9% | +45.8% | +14.5% |
| 1Y | +44.5% | -28.9% | +73.3% | +36.8% |
| 3Y | +539.0% | -80.5% | +619.5% | +335.1% |
| 5Y | +356.8% | -83.4% | +440.2% | +248.7% |
| All | +1,146.8% | -99.5% | +1,246.3% | +186.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling