+252.8%
SPOT vs CIEN
+1,254.8%
-1,002.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.5% | -3.7% | -0.3% |
| 7D | -3.1% | +8.9% | -12.0% | -5.1% |
| 30D | +7.4% | -19.1% | +26.5% | +12.0% |
| 3M | +8.2% | -21.5% | +29.7% | +11.5% |
| 6M | +2.2% | +2.8% | -0.6% | -5.7% |
| YTD | -9.5% | +49.5% | -58.9% | -27.3% |
| 1Y | -23.8% | +163.8% | -187.6% | -50.1% |
| 3Y | +233.5% | +615.8% | -382.4% | +41.8% |
| 5Y | +112.2% | +548.4% | -436.2% | -8.2% |
| All | +252.8% | +1,254.8% | -1,002.0% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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