+506.7%
CIEN vs SPY
+81.8%
+425.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.9% | +7.1% |
| 7D | -5.3% | +0.5% | -5.8% | -6.3% |
| 30D | -17.2% | -0.9% | -16.3% | -16.1% |
| 3M | -26.9% | +3.9% | -30.8% | -30.6% |
| 6M | +16.0% | +14.5% | +1.5% | -3.6% |
| YTD | +45.9% | +12.9% | +33.0% | +24.1% |
| 1Y | +186.8% | +19.4% | +167.4% | +128.5% |
| 3Y | +607.8% | +78.5% | +529.3% | +258.9% |
| 5Y | +506.7% | +81.8% | +425.0% | +196.0% |
| All | +506.7% | +81.8% | +425.0% | +196.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling