+110.1%
CIEN vs SPY
+1,482.7%
-1,372.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.6% |
| 7D | -9.3% | -0.6% | -8.7% | -7.8% |
| 30D | -39.5% | -3.7% | -35.8% | -34.7% |
| 3M | -29.8% | -2.7% | -27.1% | -25.2% |
| 6M | -50.4% | +2.2% | -52.5% | -50.7% |
| YTD | +16.3% | +10.8% | +5.5% | +2.9% |
| 1Y | +30.4% | +11.2% | +19.1% | +15.5% |
| 3Y | +516.6% | +76.5% | +440.1% | +177.0% |
| 5Y | +349.8% | +72.9% | +276.8% | +106.0% |
| 10Y | +1,184.7% | +304.8% | +879.9% | +36.2% |
| All | +110.1% | +1,482.7% | -1,372.6% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling