+1,453.4%
CIEN vs SPYM
+812.4%
+641.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.0% |
| 7D | +15.3% | +2.6% | +12.7% | +11.8% |
| 30D | -22.0% | -2.0% | -20.0% | -18.6% |
| 3M | -36.6% | -2.8% | -33.9% | -32.9% |
| 6M | -51.5% | +2.2% | -53.6% | -51.6% |
| YTD | +20.0% | +11.5% | +8.4% | +7.5% |
| 1Y | +44.5% | +13.5% | +30.9% | +27.3% |
| 3Y | +539.0% | +78.0% | +461.0% | +228.1% |
| 5Y | +356.8% | +73.1% | +283.7% | +143.9% |
| 10Y | +1,190.4% | +310.9% | +879.6% | +107.8% |
| All | +1,453.4% | +812.4% | +641.0% | -9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling