+1,460.5%
CIEN vs SPY
+312.5%
+1,148.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.4% |
| 7D | -4.6% | -0.4% | -4.2% | -4.3% |
| 30D | -12.8% | -1.4% | -11.4% | -11.3% |
| 3M | -23.1% | +3.7% | -26.8% | -26.2% |
| 6M | +6.1% | +13.0% | -6.9% | -7.7% |
| YTD | +44.5% | +12.4% | +32.1% | +27.0% |
| 1Y | +176.6% | +18.5% | +158.1% | +130.3% |
| 3Y | +601.0% | +77.6% | +523.3% | +283.8% |
| 5Y | +509.1% | +81.7% | +427.4% | +227.3% |
| 10Y | +1,460.5% | +319.7% | +1,140.8% | +164.6% |
| All | +1,460.5% | +312.5% | +1,148.0% | +164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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