-67.0%
CIEN vs SPYG
+528.0%
-595.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -3.3% |
| 7D | +15.3% | +2.3% | +12.9% | +12.1% |
| 30D | -22.0% | -6.5% | -15.5% | -12.7% |
| 3M | -36.6% | -6.8% | -29.8% | -28.2% |
| 6M | -51.5% | -3.1% | -48.3% | -47.3% |
| YTD | +20.0% | +8.0% | +11.9% | +13.9% |
| 1Y | +44.5% | +10.2% | +34.2% | +34.4% |
| 3Y | +539.0% | +91.0% | +448.1% | +197.1% |
| 5Y | +356.8% | +67.7% | +289.1% | +145.5% |
| 10Y | +1,190.4% | +393.9% | +796.5% | +39.4% |
| All | -67.0% | +528.0% | -595.0% | -97.4% |
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 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