+520.6%
CIEN vs SPYG
+82.6%
+438.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | 0.0% |
| 7D | +5.4% | -1.8% | +7.2% | +7.8% |
| 30D | -13.7% | -1.9% | -11.7% | -11.5% |
| 3M | -23.0% | +5.2% | -28.2% | -27.1% |
| 6M | -0.8% | +15.6% | -16.4% | -15.6% |
| YTD | +43.1% | +12.4% | +30.6% | +26.6% |
| 1Y | +157.6% | +17.5% | +140.2% | +119.2% |
| 3Y | +593.8% | +98.1% | +495.7% | +263.3% |
| 5Y | +520.6% | +84.9% | +435.7% | +229.7% |
| All | +520.6% | +82.6% | +438.0% | +229.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling