+1,431.9%
CIEN vs SPYM
+321.7%
+1,110.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.3% |
| 7D | +5.4% | -2.0% | +7.4% | +8.0% |
| 30D | -13.7% | -1.6% | -12.0% | -11.9% |
| 3M | -23.0% | +4.7% | -27.8% | -27.1% |
| 6M | -0.8% | +12.6% | -13.4% | -13.2% |
| YTD | +43.1% | +11.8% | +31.3% | +26.7% |
| 1Y | +157.6% | +17.5% | +140.1% | +117.0% |
| 3Y | +593.8% | +77.0% | +516.9% | +284.7% |
| 5Y | +520.6% | +82.6% | +438.0% | +234.8% |
| All | +1,431.9% | +321.7% | +1,110.1% | +190.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling