+174.5%
CIEN vs SPYM
+20.9%
+153.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +2.1% |
| 7D | -15.2% | +0.1% | -15.3% | -15.7% |
| 30D | -21.5% | +0.1% | -21.5% | -21.6% |
| 3M | -40.1% | +2.0% | -42.1% | -42.5% |
| 6M | -6.6% | +13.1% | -19.6% | -30.4% |
| YTD | +37.3% | +13.6% | +23.6% | +0.6% |
| 1Y | +174.5% | +20.1% | +154.5% | +73.5% |
| All | +174.5% | +20.9% | +153.6% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 1y: compounded portfolio wealth divided by compounded SPYM 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…
1y analysis · Full analysis span regression · 6 months rolling