-59.8%
CIEN vs SPYG
+561.6%
-621.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.8% | +7.0% |
| 7D | -5.3% | +1.2% | -6.5% | -7.1% |
| 30D | -17.2% | -1.6% | -15.7% | -15.4% |
| 3M | -26.9% | +3.4% | -30.2% | -29.5% |
| 6M | +16.0% | +18.9% | -2.9% | -6.5% |
| YTD | +45.9% | +13.8% | +32.1% | +25.4% |
| 1Y | +186.8% | +20.6% | +166.2% | +131.1% |
| 3Y | +607.8% | +100.5% | +507.3% | +199.0% |
| 5Y | +506.7% | +84.6% | +422.1% | +177.5% |
| 10Y | +1,438.7% | +410.8% | +1,027.9% | +54.8% |
| All | -59.8% | +561.6% | -621.5% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling