+585.2%
CIEN vs SPYG
+96.8%
+488.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | +0.3% |
| 7D | +5.4% | -1.8% | +7.2% | +8.4% |
| 30D | -13.7% | -1.9% | -11.7% | -11.0% |
| 3M | -23.0% | +5.2% | -28.2% | -28.3% |
| 6M | -0.8% | +15.6% | -16.4% | -19.4% |
| YTD | +43.1% | +12.4% | +30.6% | +21.9% |
| 1Y | +157.6% | +17.5% | +140.2% | +108.7% |
| All | +585.2% | +96.8% | +488.4% | +238.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 3y: compounded portfolio wealth divided by compounded SPYG 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…
3y analysis · Full analysis span regression · 6 months rolling