+598.9%
CIEN vs SPXU
-80.1%
+679.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.6% | +7.4% |
| 7D | -5.3% | -1.5% | -3.8% | -6.5% |
| 30D | -17.2% | +3.7% | -21.0% | -15.2% |
| 3M | -26.9% | -9.6% | -17.3% | -30.1% |
| 6M | +16.0% | -32.4% | +48.4% | -4.6% |
| YTD | +45.9% | -28.7% | +74.6% | +25.5% |
| 1Y | +186.8% | -38.2% | +225.0% | +132.9% |
| All | +598.9% | -80.1% | +679.0% | +313.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling