+128.6%
CIEN vs SPY
+1,503.6%
-1,375.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.3% | +7.5% | +6.7% |
| 7D | +8.7% | -0.9% | +9.7% | +11.6% |
| 30D | -26.9% | -2.4% | -24.6% | -22.7% |
| 3M | -23.6% | -1.2% | -22.5% | -20.6% |
| 6M | -49.1% | +3.3% | -52.4% | -50.2% |
| YTD | +26.6% | +12.3% | +14.3% | +9.8% |
| 1Y | +42.7% | +12.4% | +30.3% | +24.5% |
| 3Y | +570.8% | +78.8% | +492.0% | +195.6% |
| 5Y | +386.4% | +75.2% | +311.3% | +118.6% |
| 10Y | +1,261.7% | +311.1% | +950.6% | +41.1% |
| All | +128.6% | +1,503.6% | -1,375.0% | -95.2% |
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