+509.1%
CIEN vs SPXU
-85.9%
+595.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -0.3% |
| 7D | -4.6% | +1.3% | -5.8% | -4.2% |
| 30D | -12.8% | +5.1% | -17.9% | -10.5% |
| 3M | -23.1% | -9.1% | -13.9% | -25.5% |
| 6M | +6.1% | -29.6% | +35.7% | -7.0% |
| YTD | +44.5% | -27.7% | +72.2% | +29.7% |
| 1Y | +176.6% | -37.0% | +213.6% | +138.2% |
| 3Y | +601.0% | -80.2% | +681.1% | +342.7% |
| 5Y | +509.1% | -86.0% | +595.1% | +295.5% |
| All | +509.1% | -85.9% | +595.0% | +295.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling