+1,431.9%
CIEN vs SPXU
-99.5%
+1,531.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.9% | -0.2% |
| 7D | +5.4% | +6.4% | -1.0% | +8.2% |
| 30D | -13.7% | +5.9% | -19.6% | -11.4% |
| 3M | -23.0% | -11.7% | -11.4% | -25.9% |
| 6M | -0.8% | -28.7% | +27.9% | -10.6% |
| YTD | +43.1% | -26.4% | +69.4% | +32.0% |
| 1Y | +157.6% | -35.2% | +192.9% | +130.2% |
| 3Y | +593.8% | -79.8% | +673.6% | +366.0% |
| 5Y | +520.6% | -86.1% | +606.6% | +333.1% |
| All | +1,431.9% | -99.5% | +1,531.4% | +260.6% |
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