+539.0%
CIEN vs SPYG
+91.6%
+447.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -3.0% |
| 7D | +15.3% | +2.3% | +12.9% | +11.3% |
| 30D | -22.0% | -6.5% | -15.5% | -10.7% |
| 3M | -36.6% | -6.8% | -29.8% | -26.4% |
| 6M | -51.5% | -3.1% | -48.3% | -46.4% |
| YTD | +20.0% | +8.0% | +11.9% | +12.9% |
| 1Y | +44.5% | +10.2% | +34.2% | +32.9% |
| 3Y | +539.0% | +91.0% | +448.1% | +263.4% |
| All | +539.0% | +91.6% | +447.4% | +263.4% |
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